IPVXX Money Market Fund Alpha and Beta Analysis

IPVXX Fund  USD 3.94  2.94  294.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AIM Treasurers Series. It also helps investors analyze the systematic and unsystematic risks associated with investing in AIM Treasurers over a specified time horizon. Remember, high AIM Treasurers' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please see AIM Treasurers Backtesting, Portfolio Optimization, AIM Treasurers Correlation, AIM Treasurers Hype Analysis, AIM Treasurers Volatility, AIM Treasurers History and analyze AIM Treasurers Performance.
Please note that although AIM Treasurers alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, AIM Treasurers did 4.28  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of AIM Treasurers Series fund's relative risk over its benchmark. AIM Treasurers Series has a beta of 4.89  . Let's try to break down what IPVXX's beta means in this case. As returns on the market increase, returns on owning AIM Treasurers are expected to decrease by larger amounts. On the other hand, during market turmoil, AIM Treasurers is expected to outperform it.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

AIM Treasurers Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AIM Treasurers market risk premium is the additional return an investor will receive from holding AIM Treasurers long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in AIM Treasurers. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate AIM Treasurers' performance over market.
α4.28   β-4.89
90 days against NYA

AIM Treasurers expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of AIM Treasurers' Buy-and-hold return. Our buy-and-hold chart shows how AIM Treasurers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

AIM Treasurers Market Price Analysis

Market price analysis indicators help investors to evaluate how AIM Treasurers money market fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AIM Treasurers shares will generate the highest return on investment. By understating and applying AIM Treasurers money market fund market price indicators, traders can identify AIM Treasurers position entry and exit signals to maximize returns.

AIM Treasurers Return and Market Media

The median price of AIM Treasurers for the period between Wed, Nov 9, 2022 and Tue, Feb 7, 2023 is 3.38 with a coefficient of variation of 16.75. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 3.41, and mean deviation of 0.39. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

About AIM Treasurers Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including IPVXX or other funds. Alpha measures the amount that position in AIM Treasurers Series has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
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.

Build Portfolio with AIM Treasurers

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see AIM Treasurers Backtesting, Portfolio Optimization, AIM Treasurers Correlation, AIM Treasurers Hype Analysis, AIM Treasurers Volatility, AIM Treasurers History and analyze AIM Treasurers Performance. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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When running AIM Treasurers Series price analysis, check to measure AIM Treasurers' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AIM Treasurers is operating at the current time. Most of AIM Treasurers' value examination focuses on studying past and present price action to predict the probability of AIM Treasurers' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AIM Treasurers' price. Additionally, you may evaluate how the addition of AIM Treasurers to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of AIM Treasurers technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AIM Treasurers 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...