Plan Investment Fund Market Value
| PIMXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Plan |
Please note, there is a significant difference between Plan Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Plan Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Plan Investment'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.
Plan 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 Plan Investment'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 Plan Investment.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Plan Investment on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Plan Investment or generate 0.0% return on investment in Plan Investment over 30 days. Plan Investment is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Plan Investment is entity of United States More
Plan 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 Plan Investment'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 Plan Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.76) | |||
| Maximum Drawdown | 1.01 |
Plan Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Plan Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Plan Investment's standard deviation. In reality, there are many statistical measures that can use Plan Investment historical prices to predict the future Plan Investment's volatility.| Risk Adjusted Performance | 0.0425 | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.4112 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Plan 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.
Plan Investment Backtested Returns
At this stage we consider Plan Money Market Fund to be not too volatile. Plan Investment maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Plan Investment, which you can use to evaluate the volatility of the fund. Please check Plan Investment's Variance of 0.0155, coefficient of variation of 812.4, and Risk Adjusted Performance of 0.0425 to confirm if the risk estimate we provide is consistent with the expected return of 0.0155%. The fund holds a Beta of 0.0129, which implies not very significant fluctuations relative to the market. As returns on the market increase, Plan Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Plan Investment is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Plan Investment has no correlation between past and present. Overlapping area represents the amount of predictability between Plan Investment time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Plan Investment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Plan Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Plan Investment lagged returns against current returns
Autocorrelation, which is Plan Investment 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 Plan Investment's money market fund expected returns. We can calculate the autocorrelation of Plan Investment returns to help us make a trade decision. For example, suppose you find that Plan Investment has exhibited high autocorrelation historically, and you observe that the money market 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 |
Plan 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 Plan Investment money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Plan Investment 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 Plan Investment money market fund over time.
Current vs Lagged Prices |
| Timeline |
Plan Investment Lagged Returns
When evaluating Plan Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Plan Investment money market fund have on its future price. Plan 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, Plan Investment autocorrelation shows the relationship between Plan Investment money market fund current value and its past values and can show if there is a momentum factor associated with investing in Plan Investment.
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 Plan Money Market Fund
Plan Investment financial ratios help investors to determine whether Plan Money Market 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 Plan with respect to the benefits of owning Plan Investment security.
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