Aim Treasurers Series Fund Market Value
| IPVXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Aim |
Please note, there is a significant difference between Aim Treasurers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Aim Treasurers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aim Treasurers' 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.
Aim Treasurers '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 Aim Treasurers' money market 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 Aim Treasurers.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Aim Treasurers on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Aim Treasurers Series or generate 0.0% return on investment in Aim Treasurers over 30 days. Aim Treasurers is related to or competes with IShares International, and Merck. Aim Treasurers is entity of United States More
Aim Treasurers 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 Aim Treasurers' money market 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 Aim Treasurers Series upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.59) | |||
| Maximum Drawdown | 1.01 |
Aim Treasurers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aim Treasurers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aim Treasurers' standard deviation. In reality, there are many statistical measures that can use Aim Treasurers historical prices to predict the future Aim Treasurers' volatility.| Risk Adjusted Performance | 0.0363 | |||
| Jensen Alpha | 0.006 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aim Treasurers' 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.
Aim Treasurers Series Backtested Returns
We consider Aim Treasurers not too volatile. Aim Treasurers Series secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Aim Treasurers Series, which you can use to evaluate the volatility of the entity. Please confirm Aim Treasurers' Risk Adjusted Performance of 0.0363, mean deviation of 0.0301, and Standard Deviation of 0.1243 to double-check if the risk estimate we provide is consistent with the expected return of 0.016%. The fund shows a Beta (market volatility) of -0.0094, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aim Treasurers are expected to decrease at a much lower rate. During the bear market, Aim Treasurers is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Aim Treasurers Series has no correlation between past and present. Overlapping area represents the amount of predictability between Aim Treasurers time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Aim Treasurers Series price movement. The serial correlation of 0.0 indicates that just 0.0% of current Aim Treasurers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aim Treasurers Series lagged returns against current returns
Autocorrelation, which is Aim Treasurers money market 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 Aim Treasurers' money market fund expected returns. We can calculate the autocorrelation of Aim Treasurers returns to help us make a trade decision. For example, suppose you find that Aim Treasurers has exhibited high autocorrelation historically, and you observe that the money market 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 |
Aim Treasurers 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 Aim Treasurers money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aim Treasurers money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aim Treasurers money market fund over time.
Current vs Lagged Prices |
| Timeline |
Aim Treasurers Lagged Returns
When evaluating Aim Treasurers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aim Treasurers money market fund have on its future price. Aim Treasurers 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, Aim Treasurers autocorrelation shows the relationship between Aim Treasurers money market fund current value and its past values and can show if there is a momentum factor associated with investing in Aim Treasurers Series.
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 Aim Treasurers 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, Aim Treasurers' short interest history, or implied volatility extrapolated from Aim Treasurers options trading.
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Aim Treasurers technical money market 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.