The etf retains a Market Volatility (i.e., Beta) of 0.0973, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Markets is expected to be smaller as well.
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Over the last 90 days Invesco Markets II has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Invesco Markets is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Fifty Two Week Low
41.92
Fifty Two Week High
41.92
Invesco
Invesco Markets Relative Risk vs. Return Landscape
If you would invest 4,711 in Invesco Markets II on October 15, 2025 and sell it today you would lose (1.00) from holding Invesco Markets II or give up 0.02% of portfolio value over 90 days. Invesco Markets II is currently producing 0.0088% returns and takes up 1.3776% volatility of returns over 90 trading days. Put another way, 12% of traded pink sheets are less volatile than Invesco, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
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Assuming the 90 days horizon Invesco Markets is expected to generate 13.26 times less return on investment than the market. In addition to that, the company is 1.95 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.17 per unit of volatility.
Invesco Markets Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Markets' investment risk. Standard deviation is the most common way to measure market volatility of pink sheets, such as Invesco Markets II, and traders can use it to determine the average amount a Invesco Markets' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0064
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Based on monthly moving average Invesco Markets is not performing at its full potential. However, 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 Markets by adding Invesco Markets to a well-diversified portfolio.
About Invesco Markets Performance
By analyzing Invesco Markets' fundamental ratios, stakeholders can gain valuable insights into Invesco Markets' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Markets has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Markets has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.