Timothy Israel Mon Fund Market Value
| TPCIX Fund | USD 23.10 0.15 0.65% |
| Symbol | Timothy |
Timothy Israel 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Timothy Israel's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Timothy Israel.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Timothy Israel on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Israel Mon or generate 0.0% return on investment in Timothy Israel over 30 days. Timothy Israel is related to or competes with Rbc Global, Locorr Dynamic, Sarofim Equity, Mondrian Global, Us Strategic, Dodge International, and Scharf Fund. The fund normally invests at least 80 percent of its total assets in the common stock of companies domiciled andor headq... More
Timothy Israel Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Timothy Israel's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Timothy Israel Mon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.1448 | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 2.36 |
Timothy Israel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Israel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Israel's standard deviation. In reality, there are many statistical measures that can use Timothy Israel historical prices to predict the future Timothy Israel's volatility.| Risk Adjusted Performance | 0.1758 | |||
| Jensen Alpha | 0.1937 | |||
| Total Risk Alpha | 0.1121 | |||
| Sortino Ratio | 0.1489 | |||
| Treynor Ratio | 0.426 |
Timothy Israel Mon Backtested Returns
Timothy Israel appears to be very steady, given 3 months investment horizon. Timothy Israel Mon owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the fund had a 0.29% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Timothy Israel Mon, which you can use to evaluate the volatility of the fund. Please review Timothy Israel's Risk Adjusted Performance of 0.1758, semi deviation of 0.7653, and Coefficient Of Variation of 420.33 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Timothy Israel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Israel is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Timothy Israel Mon has good predictability. Overlapping area represents the amount of predictability between Timothy Israel time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Timothy Israel Mon price movement. The serial correlation of 0.67 indicates that around 67.0% of current Timothy Israel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Timothy Israel Mon lagged returns against current returns
Autocorrelation, which is Timothy Israel mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Timothy Israel's mutual fund expected returns. We can calculate the autocorrelation of Timothy Israel returns to help us make a trade decision. For example, suppose you find that Timothy Israel has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Timothy Israel regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Timothy Israel mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Israel mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Timothy Israel mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Israel Lagged Returns
When evaluating Timothy Israel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Israel mutual fund have on its future price. Timothy Israel autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Timothy Israel autocorrelation shows the relationship between Timothy Israel mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Israel Mon.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Timothy Mutual Fund
Timothy Israel financial ratios help investors to determine whether Timothy Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Timothy with respect to the benefits of owning Timothy Israel security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |