Money Market Obligations Fund Alpha and Beta Analysis

PCVXX Fund   1.00  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Money Market Obligations. It also helps investors analyze the systematic and unsystematic risks associated with investing in Money Market over a specified time horizon. Remember, high Money Market'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. Key technical indicators related to Money Market's market risk premium analysis include:
Beta
(0.02)
Alpha
0.007463
Risk
0.13
Sharpe Ratio
0.13
Expected Return
0.016
Please note that although Money Market 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., Dow Jones Industrial index.) So in this particular case, Money Market did 0.01  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 Money Market Obligations fund's relative risk over its benchmark. Money Market Obligations has a beta of 0.02  . As returns on the market increase, returns on owning Money Market are expected to decrease at a much lower rate. During the bear market, Money Market is likely to outperform the market. .
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.
  
Check out Money Market Backtesting, Portfolio Optimization, Money Market Correlation, Money Market Hype Analysis, Money Market Volatility, Money Market History and analyze Money Market Performance.

Money Market Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Money Market market risk premium is the additional return an investor will receive from holding Money Market 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 Money Market. 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 Money Market's performance over market.
α0.01   β-0.02

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

Money Market Market Price Analysis

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

Money Market Return and Market Media

The median price of Money Market for the period between Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 1.0 with a coefficient of variation of 0.46. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 1.0, and mean deviation of 0.0. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Money Market 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 Money or other funds. Alpha measures the amount that position in Money Market Obligations 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 Money Market 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, Money Market's short interest history, or implied volatility extrapolated from Money Market options trading.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Money Money Market Fund

Money Market financial ratios help investors to determine whether Money 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 Money with respect to the benefits of owning Money Market security.
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