Aig Government Money Fund Market Value
| SMAAX Fund | USD 10.04 0.02 0.20% |
| Symbol | Aig |
Aig 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 Aig Government'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 Aig Government.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Aig Government on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Aig Government Money or generate 0.0% return on investment in Aig Government over 90 days. Aig Government is related to or competes with Ab Bond, Siit High, Western Asset, Rbc Ultra-short, Pace Strategic, Versatile Bond, and Ashmore Emerging. The investment seeks the highest level of current income exempt from federal and Massachusetts state income taxes as is ... More
Aig 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 Aig Government'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 Aig Government Money upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.4798 | |||
| Maximum Drawdown | 0.8959 | |||
| Value At Risk | (0.39) | |||
| Potential Upside | 0.2014 |
Aig Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aig Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aig Government's standard deviation. In reality, there are many statistical measures that can use Aig Government historical prices to predict the future Aig Government's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0119 | |||
| Treynor Ratio | (0.40) |
Aig Government Money Backtested Returns
Aig Government Money secures Sharpe Ratio (or Efficiency) of -0.0156, which signifies that the fund had a -0.0156 % return per unit of standard deviation over the last 3 months. Aig Government Money exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aig Government's risk adjusted performance of (0.05), and Mean Deviation of 0.1342 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0324, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aig Government's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aig Government is expected to be smaller as well.
Auto-correlation | -0.49 |
Modest reverse predictability
Aig Government Money has modest reverse predictability. Overlapping area represents the amount of predictability between Aig Government time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Aig Government Money price movement. The serial correlation of -0.49 indicates that about 49.0% of current Aig Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aig Government Money lagged returns against current returns
Autocorrelation, which is Aig Government 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 Aig Government's mutual fund expected returns. We can calculate the autocorrelation of Aig Government returns to help us make a trade decision. For example, suppose you find that Aig Government 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 |
Aig 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 Aig Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aig Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aig Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aig Government Lagged Returns
When evaluating Aig Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aig Government mutual fund have on its future price. Aig 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, Aig Government autocorrelation shows the relationship between Aig Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aig Government Money.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Aig Mutual Fund
Aig Government financial ratios help investors to determine whether Aig 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 Aig with respect to the benefits of owning Aig Government security.
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |