Invesco Money Market Fund Market Value

AGPXX
 Fund
  

USD 1.00  1.15  53.49%   

Invesco Government's market value is the price at which a share of Invesco Government stock trades on a public exchange. It measures the collective expectations of Invesco Government Agency investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Invesco Government Agency and determine expected loss or profit from investing in Invesco Government over a given investment horizon. Please continue to Invesco Government Hype Analysis, Invesco Government Correlation, Portfolio Optimization, Invesco Government Volatility, as well as analyze Invesco Government Alpha and Beta and Invesco Government Performance.
Symbol

Please note, there is a significant difference between Invesco Government's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Government value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Government'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.

Invesco Government '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 Invesco Government's 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 Invesco Government.
0.00
08/23/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/13/2022
0.00
If you would invest  0.00  in Invesco Government on August 23, 2020 and sell it all today you would earn a total of 0.00 from holding Invesco Government Agency or generate 0.0% return on investment in Invesco Government over 720 days. More

Invesco Government 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 Invesco Government's 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 Invesco Government Agency upside and downside potential and time the market with a certain degree of confidence.

Invesco Government Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Government's standard deviation. In reality, there are many statistical measures that can use Invesco Government historical prices to predict the future Invesco Government's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Invesco Government'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. Please use the tools below to analyze the current value of Invesco Government in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.061.1010.27
Details
Intrinsic
Valuation
LowReal ValueHigh
0.061.1110.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Government. Your research has to be compared to or analyzed against Invesco Government's peers to derive any actionable benefits. When done correctly, Invesco Government's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Invesco Government Agency.

Invesco Government Agency Backtested Returns

Invesco Government is abnormally volatile given 3 months investment horizon. Invesco Government Agency holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards determining the risk of a fund is to use both market data as well as company specific technical data. We have analyzed and interpolated twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.25% are justified by taking the suggested risk. Use Invesco Government Agency market risk adjusted performance of (1.86), and Risk Adjusted Performance of 0.2024 to evaluate company specific risk that cannot be diversified away.
The fund retains a Market Volatility (i.e., Beta) of -0.7334, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Invesco's beta means in this case. As returns on the market increase, returns on owning Invesco Government are expected to decrease at a much lower rate. During the bear market, Invesco Government is likely to outperform the market. Although it is vital to follow Invesco Government Agency current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. Our philosophy towards determining future performance of any fund is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Invesco Government Agency expected return of 1.25 will be sustainable into the future, we have found twenty-one different technical indicators, which can help you to check if the expected returns are sustainable.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

Invesco Government Agency has very weak reverse predictability. Overlapping area represents the amount of predictability between Invesco Government time series from 23rd of August 2020 to 18th of August 2021 and 18th of August 2021 to 13th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Government Agency price movement. The serial correlation of -0.02 indicates that only 2.0% of current Invesco Government price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test0.09
Residual Average0.0
Price Variance0.32

Invesco Government Agency lagged returns against current returns

Autocorrelation, which is Invesco Government 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 Invesco Government's money market fund expected returns. We can calculate the autocorrelation of Invesco Government returns to help us make a trade decision. For example, suppose you find that Invesco Government money market fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Invesco Government 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 Invesco Government money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Government 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 Invesco Government money market fund over time.
   Current vs Lagged Prices   
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       Timeline  

Invesco Government Lagged Returns

When evaluating Invesco Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Government money market fund have on its future price. Invesco Government 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, Invesco Government autocorrelation shows the relationship between Invesco Government money market fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Government Agency.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Invesco Government without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Performance Analysis

Check effects of mean-variance optimization against your current asset allocation
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Please continue to Invesco Government Hype Analysis, Invesco Government Correlation, Portfolio Optimization, Invesco Government Volatility, as well as analyze Invesco Government Alpha and Beta and Invesco Government Performance. Note that the Invesco Government Agency information on this page should be used as a complementary analysis to other Invesco Government'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for Invesco Money Market Fund analysis

When running Invesco Government Agency price analysis, check to measure Invesco Government's 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 Invesco Government is operating at the current time. Most of Invesco Government's value examination focuses on studying past and present price action to predict the probability of Invesco Government's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Government's price. Additionally, you may evaluate how the addition of Invesco Government to your portfolios can decrease your overall portfolio volatility.
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Invesco Government 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, stock market cycles, or different charting patterns.
A focus of Invesco Government technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Government 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...