Timothy Small Cap Value Fund Market Value
| TPVIX Fund | USD 19.72 0.23 1.18% |
| Symbol | Timothy |
Timothy Small-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 Small-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 Small-cap.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Timothy Small-cap on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Timothy Small Cap Value or generate 0.0% return on investment in Timothy Small-cap over 90 days. Timothy Small-cap is related to or competes with Timothy Plan, Westwood Largecap, Advisors Capital, Value Fund, and Scout Small. The investment seeks long-term growth of capital, with a secondary objective of current income More
Timothy Small-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 Small-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 Small Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9741 | |||
| Information Ratio | 0.0141 | |||
| Maximum Drawdown | 6.47 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.26 |
Timothy Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Small-cap's standard deviation. In reality, there are many statistical measures that can use Timothy Small-cap historical prices to predict the future Timothy Small-cap's volatility.| Risk Adjusted Performance | 0.1834 | |||
| Jensen Alpha | 0.0492 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0165 | |||
| Treynor Ratio | 0.2645 |
Timothy Small Cap Backtested Returns
Timothy Small-cap appears to be very steady, given 3 months investment horizon. Timothy Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Timothy Small Cap Value, which you can use to evaluate the volatility of the fund. Please review Timothy Small-cap's Semi Deviation of 0.7482, coefficient of variation of 491.26, and Risk Adjusted Performance of 0.1834 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Timothy Small-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Small-cap is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Timothy Small Cap Value has good predictability. Overlapping area represents the amount of predictability between Timothy Small-cap time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Small Cap price movement. The serial correlation of 0.7 indicates that around 70.0% of current Timothy Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Timothy Small Cap lagged returns against current returns
Autocorrelation, which is Timothy Small-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 Small-cap's mutual fund expected returns. We can calculate the autocorrelation of Timothy Small-cap returns to help us make a trade decision. For example, suppose you find that Timothy Small-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 Small-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 Small-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Small-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 Small-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Small-cap Lagged Returns
When evaluating Timothy Small-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Small-cap mutual fund have on its future price. Timothy Small-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 Small-cap autocorrelation shows the relationship between Timothy Small-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Small Cap Value.
Regressed Prices |
| Timeline |
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| EGY | Vaalco Energy | |
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Other Information on Investing in Timothy Mutual Fund
Timothy Small-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 Small-cap security.
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