Invesco FTSE Etf Forecast - Simple Regression
| PXF Etf | USD 68.85 0.30 0.44% |
The Simple Regression forecasted value of Invesco FTSE RAFI on the next trading day is expected to be 68.13 with a mean absolute deviation of 0.66 and the sum of the absolute errors of 40.79. Invesco Etf Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Invesco FTSE's historical fundamentals, such as revenue growth or operating cash flow patterns.
The relative strength momentum indicator of Invesco FTSE's etf price is roughly 69 indicating that the etf is rather overbought by investors as of 23rd of January 2026. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Invesco, making its price go up or down. Momentum 69
Buy Stretched
Oversold | Overbought |
Using Invesco FTSE hype-based prediction, you can estimate the value of Invesco FTSE RAFI from the perspective of Invesco FTSE response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Invesco FTSE using Invesco FTSE's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Invesco using crowd psychology based on the activity and movement of Invesco FTSE's stock price.
Invesco FTSE Implied Volatility | 0.36 |
Invesco FTSE's implied volatility exposes the market's sentiment of Invesco FTSE RAFI stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Invesco FTSE's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Invesco FTSE stock will not fluctuate a lot when Invesco FTSE's options are near their expiration.
The Simple Regression forecasted value of Invesco FTSE RAFI on the next trading day is expected to be 68.13 with a mean absolute deviation of 0.66 and the sum of the absolute errors of 40.79. Invesco FTSE after-hype prediction price | USD 68.85 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Invesco FTSE to cross-verify your projections. Prediction based on Rule 16 of the current Invesco contract
Based on the Rule 16, the options market is currently suggesting that Invesco FTSE RAFI will have an average daily up or down price movement of about 0.0225% per day over the life of the 2026-02-20 option contract. With Invesco FTSE trading at USD 68.85, that is roughly USD 0.0155 . If you think that the market is fully incorporating Invesco FTSE's daily price movement you should consider acquiring Invesco FTSE RAFI options at the current volatility level of 0.36%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-02-20 Invesco Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Invesco FTSE's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Invesco FTSE's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Invesco FTSE stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Invesco FTSE's open interest, investors have to compare it to Invesco FTSE's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Invesco FTSE is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Invesco. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Invesco FTSE Additional Predictive Modules
Most predictive techniques to examine Invesco price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Invesco using various technical indicators. When you analyze Invesco charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Invesco FTSE Simple Regression Price Forecast For the 24th of January
Given 90 days horizon, the Simple Regression forecasted value of Invesco FTSE RAFI on the next trading day is expected to be 68.13 with a mean absolute deviation of 0.66, mean absolute percentage error of 0.69, and the sum of the absolute errors of 40.79.Please note that although there have been many attempts to predict Invesco Etf prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Invesco FTSE's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Invesco FTSE Etf Forecast Pattern
| Backtest Invesco FTSE | Invesco FTSE Price Prediction | Buy or Sell Advice |
Invesco FTSE Forecasted Value
In the context of forecasting Invesco FTSE's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Invesco FTSE's downside and upside margins for the forecasting period are 67.41 and 68.85, respectively. We have considered Invesco FTSE's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Invesco FTSE etf data series using in forecasting. Note that when a statistical model is used to represent Invesco FTSE etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 119.5844 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.658 |
| MAPE | Mean absolute percentage error | 0.0104 |
| SAE | Sum of the absolute errors | 40.7941 |
Predictive Modules for Invesco FTSE
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Invesco FTSE RAFI. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco FTSE'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.
Invesco FTSE After-Hype Price Prediction Density Analysis
As far as predicting the price of Invesco FTSE at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Invesco FTSE or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Etf prices, such as prices of Invesco FTSE, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Invesco FTSE Estimiated After-Hype Price Volatility
In the context of predicting Invesco FTSE's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Invesco FTSE's historical news coverage. Invesco FTSE's after-hype downside and upside margins for the prediction period are 68.13 and 69.57, respectively. We have considered Invesco FTSE's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Invesco FTSE is very steady at this time. Analysis and calculation of next after-hype price of Invesco FTSE RAFI is based on 3 months time horizon.
Invesco FTSE Etf Price Prediction Analysis
Have you ever been surprised when a price of a ETF such as Invesco FTSE is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Invesco FTSE backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Invesco FTSE, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.17 | 0.72 | 0.00 | 0.02 | 1 Events / Month | 3 Events / Month | Very soon |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
68.85 | 68.85 | 0.00 |
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Invesco FTSE Hype Timeline
On the 23rd of January Invesco FTSE RAFI is traded for 68.85. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.02. Invesco is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is at this time at 0.17%. %. The volatility of related hype on Invesco FTSE is about 791.21%, with the expected price after the next announcement by competition of 68.87. The company has price-to-book ratio of 1.08. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Considering the 90-day investment horizon the next anticipated press release will be very soon. Check out Historical Fundamental Analysis of Invesco FTSE to cross-verify your projections.Invesco FTSE Related Hype Analysis
Having access to credible news sources related to Invesco FTSE's direct competition is more important than ever and may enhance your ability to predict Invesco FTSE's future price movements. Getting to know how Invesco FTSE's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Invesco FTSE may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| CWI | SPDR MSCI ACWI | 0.01 | 2 per month | 0.56 | 0.02 | 1.16 | (1.17) | 2.95 | |
| PXH | Invesco FTSE RAFI | 0.12 | 23 per month | 0.50 | 0.05 | 1.34 | (1.06) | 3.02 | |
| PHO | Invesco Water Resources | 0.01 | 4 per month | 0.90 | (0.07) | 1.78 | (1.39) | 4.66 | |
| IEV | iShares Europe ETF | (0.25) | 13 per month | 0.54 | 0 | 1.29 | (1.00) | 3.21 | |
| GUSA | Goldman Sachs MarketBeta | 0.08 | 2 per month | 0.79 | (0.05) | 1.17 | (1.23) | 3.77 | |
| EWG | iShares MSCI Germany | 0.01 | 1 per month | 0.89 | (0.05) | 1.19 | (1.39) | 3.67 | |
| TNA | Direxion Daily Small | 1.34 | 2 per month | 3.13 | 0.11 | 5.80 | (5.36) | 14.16 | |
| HDEF | Xtrackers MSCI EAFE | 0.01 | 4 per month | 0.35 | (0.03) | 1.13 | (0.75) | 2.47 | |
| VSTCX | Vanguard Strategic Small Cap | (0.43) | 1 per month | 0.69 | 0.14 | 2.23 | (1.62) | 7.44 | |
| XSOE | WisdomTree Emerging Markets | 0.01 | 1 per month | 0.64 | 0.03 | 1.40 | (1.26) | 3.81 |
Other Forecasting Options for Invesco FTSE
For every potential investor in Invesco, whether a beginner or expert, Invesco FTSE's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Invesco Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Invesco. Basic forecasting techniques help filter out the noise by identifying Invesco FTSE's price trends.Invesco FTSE Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Invesco FTSE etf to make a market-neutral strategy. Peer analysis of Invesco FTSE could also be used in its relative valuation, which is a method of valuing Invesco FTSE by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Invesco FTSE Market Strength Events
Market strength indicators help investors to evaluate how Invesco FTSE etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco FTSE shares will generate the highest return on investment. By undertsting and applying Invesco FTSE etf market strength indicators, traders can identify Invesco FTSE RAFI entry and exit signals to maximize returns.
Invesco FTSE Risk Indicators
The analysis of Invesco FTSE's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Invesco FTSE's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting invesco etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.5629 | |||
| Semi Deviation | 0.4932 | |||
| Standard Deviation | 0.71 | |||
| Variance | 0.504 | |||
| Downside Variance | 0.4823 | |||
| Semi Variance | 0.2433 | |||
| Expected Short fall | (0.65) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Invesco FTSE
The number of cover stories for Invesco FTSE depends on current market conditions and Invesco FTSE's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Invesco FTSE is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Invesco FTSE's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Check out Historical Fundamental Analysis of Invesco FTSE to cross-verify your projections. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
The market value of Invesco FTSE RAFI is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco FTSE's value that differs from its market value or its book value, called intrinsic value, which is Invesco FTSE's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco FTSE's market value can be influenced by many factors that don't directly affect Invesco FTSE's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco FTSE'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.