Invesco Money Market Fund Alpha and Beta Analysis

AGPXX
 Fund
  

USD 1.00  2.74  73.26%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Short-Term Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Short-Term over a specified time horizon. Remember, high Invesco Short-Term's 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 continue to Invesco Short-Term Backtesting, Portfolio Optimization, Invesco Short-Term Correlation, Invesco Short-Term Hype Analysis, Invesco Short-Term Volatility, Invesco Short-Term History and analyze Invesco Short-Term Performance.
  
Please note that although Invesco Short-Term 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, Invesco Short-Term did 1.37  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 Invesco Short-Term Investments fund's relative risk over its benchmark. Invesco Short-Term has a beta of 3.90  . Let's try to break down what Invesco's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Short-Term will likely underperform.
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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.

Invesco Short-Term Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Short-Term market risk premium is the additional return an investor will receive from holding Invesco Short-Term 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 Invesco Short-Term. 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 Invesco Short-Term's performance over market.
α1.37   β3.90
90 days against NYA

Invesco Short-Term 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 Invesco Short-Term's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Short-Term performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Invesco Short-Term Market Price Analysis

Market price analysis indicators help investors to evaluate how Invesco Short-Term 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 Invesco Short-Term shares will generate the highest return on investment. By understating and applying Invesco Short-Term money market fund market price indicators, traders can identify Invesco Short-Term position entry and exit signals to maximize returns.

Invesco Short-Term Return and Market Media

The median price of Invesco Short-Term for the period between Thu, Sep 8, 2022 and Wed, Dec 7, 2022 is 2.98 with a coefficient of variation of 21.3. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 2.97, and mean deviation of 0.48. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Is Invesco DB US Dollar Index Bullish ETF a Strong ETF Right...09/28/2022

About Invesco Short-Term 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 Invesco or other funds. Alpha measures the amount that position in Invesco Short-Term 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 Invesco Short-Term 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, Invesco Short-Term's short interest history, or implied volatility extrapolated from Invesco Short-Term options trading.

Build Portfolio with Invesco Short-Term

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Please continue to Invesco Short-Term Backtesting, Portfolio Optimization, Invesco Short-Term Correlation, Invesco Short-Term Hype Analysis, Invesco Short-Term Volatility, Invesco Short-Term History and analyze Invesco Short-Term Performance. You can also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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