Timothy Largemip Cap Growth Fund Market Value

TLGCX Fund  USD 8.21  0.09  1.11%   
Timothy Large/mip-cap's market value is the price at which a share of Timothy Large/mip-cap trades on a public exchange. It measures the collective expectations of Timothy Largemip Cap Growth investors about its performance. Timothy Large/mip-cap is trading at 8.21 as of the 23rd of April 2024; that is 1.11 percent up since the beginning of the trading day. The fund's open price was 8.12.
With this module, you can estimate the performance of a buy and hold strategy of Timothy Largemip Cap Growth and determine expected loss or profit from investing in Timothy Large/mip-cap over a given investment horizon. Check out Timothy Large/mip-cap Correlation, Timothy Large/mip-cap Volatility and Timothy Large/mip-cap Alpha and Beta module to complement your research on Timothy Large/mip-cap.
Symbol

Please note, there is a significant difference between Timothy Large/mip-cap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Timothy Large/mip-cap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Timothy Large/mip-cap's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Timothy Large/mip-cap '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 Large/mip-cap'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 Large/mip-cap.
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02/23/2024
No Change 0.00  0.0 
In 2 months and 2 days
04/23/2024
0.00
If you would invest  0.00  in Timothy Large/mip-cap on February 23, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Largemip Cap Growth or generate 0.0% return on investment in Timothy Large/mip-cap over 60 days. Timothy Large/mip-cap is related to or competes with Timothy Large/mid-cap, Timothy Small-cap, Timothy Aggressive, Timothy Plan, and Timothy Conservative. The fund primarily invests at least 80 percent of its total assets in larger U.S More

Timothy Large/mip-cap 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 Large/mip-cap'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 Largemip Cap Growth upside and downside potential and time the market with a certain degree of confidence.

Timothy Large/mip-cap Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Large/mip-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Large/mip-cap's standard deviation. In reality, there are many statistical measures that can use Timothy Large/mip-cap historical prices to predict the future Timothy Large/mip-cap's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Timothy Large/mip-cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
7.288.219.14
Details
Intrinsic
Valuation
LowRealHigh
6.547.478.40
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Timothy Large/mip-cap. Your research has to be compared to or analyzed against Timothy Large/mip-cap's peers to derive any actionable benefits. When done correctly, Timothy Large/mip-cap's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Timothy Large/mip-cap.

Timothy Large/mip-cap Backtested Returns

We consider Timothy Large/mip-cap not too volatile. Timothy Large/mip-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0238, which indicates the fund had a 0.0238% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Timothy Largemip Cap Growth, which you can use to evaluate the volatility of the fund. Please validate Timothy Large/mip-cap's Semi Deviation of 0.8432, risk adjusted performance of 0.0391, and Coefficient Of Variation of 1720.16 to confirm if the risk estimate we provide is consistent with the expected return of 0.022%. The entity has a beta of -0.0677, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Timothy Large/mip-cap are expected to decrease at a much lower rate. During the bear market, Timothy Large/mip-cap is likely to outperform the market.

Auto-correlation

    
  -0.4  

Poor reverse predictability

Timothy Largemip Cap Growth has poor reverse predictability. Overlapping area represents the amount of predictability between Timothy Large/mip-cap time series from 23rd of February 2024 to 24th of March 2024 and 24th of March 2024 to 23rd of April 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 Large/mip-cap price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Timothy Large/mip-cap price fluctuation can be explain by its past prices.
Correlation Coefficient-0.4
Spearman Rank Test-0.49
Residual Average0.0
Price Variance0.04

Timothy Large/mip-cap lagged returns against current returns

Autocorrelation, which is Timothy Large/mip-cap 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 Large/mip-cap's mutual fund expected returns. We can calculate the autocorrelation of Timothy Large/mip-cap returns to help us make a trade decision. For example, suppose you find that Timothy Large/mip-cap 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 Large/mip-cap 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 Large/mip-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Large/mip-cap 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 Large/mip-cap mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Timothy Large/mip-cap Lagged Returns

When evaluating Timothy Large/mip-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Large/mip-cap mutual fund have on its future price. Timothy Large/mip-cap 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 Large/mip-cap autocorrelation shows the relationship between Timothy Large/mip-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Largemip Cap Growth.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Timothy Large/mip-cap in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Timothy Large/mip-cap's short interest history, or implied volatility extrapolated from Timothy Large/mip-cap options trading.

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Check out Timothy Large/mip-cap Correlation, Timothy Large/mip-cap Volatility and Timothy Large/mip-cap Alpha and Beta module to complement your research on Timothy Large/mip-cap.
Note that the Timothy Large/mip-cap information on this page should be used as a complementary analysis to other Timothy Large/mip-cap's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Timothy Large/mip-cap technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Timothy Large/mip-cap technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Timothy Large/mip-cap trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...