Invesco Value Mutual Fund Forecast - Simple Moving Average

VVORX Fund  USD 24.77  0.16  0.65%   
Invesco Mutual Fund outlook is based on your current time horizon.
The relative strength index (RSI) of Invesco Value's mutual fund price is slightly above 65. This entails that the mutual fund is rather overbought by investors at this time. 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 65

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Invesco Value's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Invesco Value Opportunities, which may create opportunities for some arbitrage if properly timed.
Using Invesco Value hype-based prediction, you can estimate the value of Invesco Value Opportunities from the perspective of Invesco Value response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Moving Average forecasted value of Invesco Value Opportunities on the next trading day is expected to be 24.77 with a mean absolute deviation of 0.25 and the sum of the absolute errors of 14.85.

Invesco Value after-hype prediction price

    
  USD 24.77  
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 fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Invesco Value to cross-verify your projections.

Invesco Value 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.
A two period moving average forecast for Invesco Value is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Invesco Value Simple Moving Average Price Forecast For the 30th of January

Given 90 days horizon, the Simple Moving Average forecasted value of Invesco Value Opportunities on the next trading day is expected to be 24.77 with a mean absolute deviation of 0.25, mean absolute percentage error of 0.09, and the sum of the absolute errors of 14.85.
Please note that although there have been many attempts to predict Invesco Mutual Fund 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 Value's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Invesco Value Mutual Fund Forecast Pattern

Backtest Invesco Value  Invesco Value Price Prediction  Buy or Sell Advice  

Invesco Value Forecasted Value

In the context of forecasting Invesco Value's Mutual Fund 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 Value's downside and upside margins for the forecasting period are 23.61 and 25.93, respectively. We have considered Invesco Value'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.
Market Value
24.77
24.77
Expected Value
25.93
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Invesco Value mutual fund data series using in forecasting. Note that when a statistical model is used to represent Invesco Value mutual fund, 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.
AICAkaike Information Criteria113.902
BiasArithmetic mean of the errors -0.0833
MADMean absolute deviation0.2474
MAPEMean absolute percentage error0.0109
SAESum of the absolute errors14.845
The simple moving average model is conceptually a linear regression of the current value of Invesco Value Opportunities price series against current and previous (unobserved) value of Invesco Value. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future

Predictive Modules for Invesco Value

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 Value Opport. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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.
Hype
Prediction
LowEstimatedHigh
23.6224.7725.92
Details
Intrinsic
Valuation
LowRealHigh
22.2926.3927.54
Details
Bollinger
Band Projection (param)
LowMiddleHigh
22.7723.8925.01
Details

Invesco Value After-Hype Price Density Analysis

As far as predicting the price of Invesco Value 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 Value 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 Mutual Fund prices, such as prices of Invesco Value, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Invesco Value Estimiated After-Hype Price Volatility

In the context of predicting Invesco Value's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Invesco Value's historical news coverage. Invesco Value's after-hype downside and upside margins for the prediction period are 23.62 and 25.92, respectively. We have considered Invesco Value'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
24.77
24.77
After-hype Price
25.92
Upside
Invesco Value is very steady at this time. Analysis and calculation of next after-hype price of Invesco Value Opport is based on 3 months time horizon.

Invesco Value Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Invesco Value is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Invesco Value 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 Fund 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 Value, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.24 
1.16
  10.05 
  1.88 
5 Events / Month
2 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
24.77
24.77
0.00 
2.77  
Notes

Invesco Value Hype Timeline

Invesco Value Opport is at this time traded for 24.77. The entity has historical hype elasticity of 10.05, and average elasticity to hype of competition of 1.88. Invesco is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 2.77%. The immediate return on the next news is projected to be very small, whereas the daily expected return is at this time at 0.24%. %. The volatility of related hype on Invesco Value is about 14.8%, with the expected price after the next announcement by competition of 26.65. The company has Price to Book (P/B) ratio of 1.58. Historically many companies with similar price-to-book (P/B) ratio do better than the market in the long run. Invesco Value Opport last dividend was issued on the 13th of December 1970. Assuming the 90 days horizon the next projected press release will be in about 5 days.
Check out Historical Fundamental Analysis of Invesco Value to cross-verify your projections.

Invesco Value Related Hype Analysis

Having access to credible news sources related to Invesco Value's direct competition is more important than ever and may enhance your ability to predict Invesco Value's future price movements. Getting to know how Invesco Value'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 Value may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
DURPXUs High Relative 0.00 0 per month 0.69 (0.07) 1.08 (1.17) 3.21 
JPPEXJpmorgan Mid Cap 9.91 4 per month 0.74 (0.05) 1.35 (1.21) 3.34 
PRPFXPermanent Portfolio Class 0.21 1 per month 0.22  0.25  1.49 (0.90) 3.96 
FSPHXHealth Care Portfolio(0.16)1 per month 0.70  0.02  1.74 (1.13) 5.07 
JSEAXJpmorgan International Equity 6.96 6 per month 0.71  0.04  1.06 (1.46) 3.59 
DFEMXEmerging Markets Portfolio 28.87 7 per month 0.33  0.16  1.14 (0.97) 2.82 
CSXRXCalvert Large Cap E 20.07 9 per month 0.66  0.06  1.28 (1.22) 7.00 
SHSAXBlackrock Health Sciences 12.57 9 per month 0.31  0.13  1.83 (0.99) 4.62 
SHISXBlackrock Health Sciences(0.09)1 per month 0.53  0.03  1.78 (1.14) 3.69 
SHSSXBlackrock Health Sciences 0.06 1 per month 0.39  0.11  1.84 (1.07) 4.23 

Other Forecasting Options for Invesco Value

For every potential investor in Invesco, whether a beginner or expert, Invesco Value's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Invesco Mutual Fund 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 Value's price trends.

Invesco Value 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 Value mutual fund to make a market-neutral strategy. Peer analysis of Invesco Value could also be used in its relative valuation, which is a method of valuing Invesco Value by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Invesco Value Market Strength Events

Market strength indicators help investors to evaluate how Invesco Value mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco Value shares will generate the highest return on investment. By undertsting and applying Invesco Value mutual fund market strength indicators, traders can identify Invesco Value Opportunities entry and exit signals to maximize returns.

Invesco Value Risk Indicators

The analysis of Invesco Value'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 Value's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting invesco mutual fund 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.
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 Value

The number of cover stories for Invesco Value depends on current market conditions and Invesco Value'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 Value 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 Value'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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Other Information on Investing in Invesco Mutual Fund

Invesco Value financial ratios help investors to determine whether Invesco 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 Invesco with respect to the benefits of owning Invesco Value security.
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