Aim Investment Securities Fund Market Value
| FDATX Fund | USD 25.72 0.04 0.16% |
| Symbol | Aim |
Aim Investment '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 Investment'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 Aim Investment.
| 09/04/2023 |
| 11/27/2024 |
If you would invest 0.00 in Aim Investment on September 4, 2023 and sell it all today you would earn a total of 0.00 from holding Aim Investment Securities or generate 0.0% return on investment in Aim Investment over 450 days. Aim Investment is related to or competes with Materials Portfolio, Abr 75/25, Qs Us, Balanced Fund, T Rowe, and Aam Select. The funds Adviser exercises a flexible strategy in selecting its investments More
Aim Investment 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 Investment'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 Aim Investment Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1804 | |||
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 0.6719 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.3518 |
Aim Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aim Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aim Investment's standard deviation. In reality, there are many statistical measures that can use Aim Investment historical prices to predict the future Aim Investment's volatility.| Risk Adjusted Performance | 0.0774 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.0824 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aim Investment'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.
Aim Investment Securities Backtested Returns
At this stage we consider Aim Mutual Fund to be very steady. Aim Investment Securities 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 twenty-eight technical indicators for Aim Investment Securities, which you can use to evaluate the volatility of the entity. Please confirm Aim Investment's Mean Deviation of 0.1458, downside deviation of 0.1804, and Risk Adjusted Performance of 0.0774 to double-check if the risk estimate we provide is consistent with the expected return of 0.0247%. The fund shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aim Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aim Investment is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
Aim Investment Securities has weak predictability. Overlapping area represents the amount of predictability between Aim Investment time series from 4th of September 2023 to 16th of April 2024 and 16th of April 2024 to 27th of November 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 Investment Securities price movement. The serial correlation of 0.23 indicates that over 23.0% of current Aim Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Aim Investment Securities lagged returns against current returns
Autocorrelation, which is Aim Investment 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 Aim Investment's mutual fund expected returns. We can calculate the autocorrelation of Aim Investment returns to help us make a trade decision. For example, suppose you find that Aim Investment 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 |
Aim Investment 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 Investment mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aim Investment mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aim Investment mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aim Investment Lagged Returns
When evaluating Aim Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aim Investment mutual fund have on its future price. Aim Investment 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 Investment autocorrelation shows the relationship between Aim Investment mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aim Investment Securities.
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 Aim Mutual Fund
Aim Investment financial ratios help investors to determine whether Aim 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 Aim with respect to the benefits of owning Aim Investment security.
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