Invesco Low Volatility Fund Price on October 29, 2024
SCAYX Fund | USD 11.43 0.05 0.44% |
Below is the normalized historical share price chart for Invesco Low Volatility extending back to October 06, 2008. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Invesco Low stands at 11.43, as last reported on the 22nd of November, with the highest price reaching 11.43 and the lowest price hitting 11.43 during the day.
If you're considering investing in Invesco Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Invesco Mutual Fund to be very steady. Invesco Low Volatility holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Low Volatility, which you can use to evaluate the volatility of the entity. Please check out Invesco Low's Downside Deviation of 0.5774, market risk adjusted performance of (2.49), and Risk Adjusted Performance of 0.1129 to validate if the risk estimate we provide is consistent with the expected return of 0.0857%.
Invesco Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Invesco |
Sharpe Ratio = 0.1609
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | SCAYX | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Invesco Low is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Low by adding it to a well-diversified portfolio.
Invesco Low Valuation on October 29, 2024
It is possible to determine the worth of Invesco Low on a given historical date. On October 29, 2024 Invesco was worth 11.23 at the beginning of the trading date compared to the closed value of 11.23. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Invesco Low mutual fund. Still, in general, we apply an absolute valuation method to find Invesco Low's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Invesco Low where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Invesco Low's related companies.
Open | High | Low | Close | Volume | |
11.23 | 11.23 | 11.23 | 11.23 | 1.00 | |
10/29/2024 | 11.23 | 11.23 | 11.23 | 11.23 | 1.00 |
11.22 | 11.22 | 11.22 | 11.22 | 1.00 |
Backtest Invesco Low | | | Invesco Low History | | | Invesco Low Valuation | Previous | Next |
Invesco Low Trading Date Momentum on October 29, 2024
On October 30 2024 Invesco Low Volatility was traded for 11.22 at the closing time. The highest daily price throughout the period was 11.22 and the lowest price was 11.22 . There was no trading activity during the period 1.0. Lack of trading volume on 10/30/2024 added to the next day price reduction. The trading price change to closing price of the next trading day was 0.09% . The trading delta at closing time to current closing price is 2.14% . |
Invesco Low Volatility Fundamentals Correlations and Trends
By evaluating Invesco Low's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Invesco Low's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Invesco financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Invesco Low Mutual Fund history
Invesco Low investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Invesco is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Invesco Low Volatility will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Invesco Low stock prices may prove useful in developing a viable investing in Invesco Low
The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of U.S. issuers, and in derivatives and other instruments that have economic characteristics similar to such securities. It invests primarily in U.S. equity securities, including common and preferred stock, and ELNs. It may also invest in real estate investment trusts , which are trusts that sell equity andor debt securities to investors and use the proceeds to invest in real estate or interests therein.
Invesco Low Mutual Fund Technical Analysis
Invesco Low technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Invesco Low Period Price Range
Low | November 22, 2024
| High |
0.00 | 0.00 |
Invesco Low Volatility cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Invesco Low November 22, 2024 Market Strength
Market strength indicators help investors to evaluate how Invesco Low 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 Low shares will generate the highest return on investment. By undertsting and applying Invesco Low mutual fund market strength indicators, traders can identify Invesco Low Volatility entry and exit signals to maximize returns
Invesco Low Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Invesco Low's price direction in advance. Along with the technical and fundamental analysis of Invesco Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Invesco to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.1129 | |||
Jensen Alpha | 0.075 | |||
Total Risk Alpha | 0.0024 | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | (2.50) |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Invesco Mutual Fund
Invesco Low 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 Low security.
Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |