Timothy Largemip Cap Growth Fund Market Value
| TPLIX Fund | USD 14.44 0.11 0.77% |
| Symbol | Timothy |
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.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Timothy Large/mip-cap on April 26, 2025 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 90 days. Timothy Large/mip-cap is related to or competes with Sprott Gold, Global Gold, Deutsche Gold, James Balanced:, and Europac Gold. 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.
| Downside Deviation | 0.8684 | |||
| Information Ratio | 0.0527 | |||
| Maximum Drawdown | 4.68 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 2.01 |
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.| Risk Adjusted Performance | 0.2572 | |||
| Jensen Alpha | 0.3425 | |||
| Total Risk Alpha | 0.0166 | |||
| Sortino Ratio | 0.0578 | |||
| Treynor Ratio | (1.10) |
Timothy Large/mip-cap Backtested Returns
Timothy Large/mip-cap appears to be very steady, given 3 months investment horizon. Timothy Large/mip-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the fund had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Timothy Largemip Cap Growth, which you can use to evaluate the volatility of the fund. Please review Timothy Large/mip-cap's Coefficient Of Variation of 325.09, risk adjusted performance of 0.2572, and Semi Deviation of 0.4809 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.26, 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 | 0.88 |
Very good predictability
Timothy Largemip Cap Growth has very good predictability. Overlapping area represents the amount of predictability between Timothy Large/mip-cap time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 2025. 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 0.88 indicates that approximately 88.0% of current Timothy Large/mip-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 |
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.| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in Timothy Mutual Fund
Timothy Large/mip-cap 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 Large/mip-cap security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |