Invesco Ftse Rafi Etf Performance
| PZW Etf | CAD 36.02 0.08 0.22% |
The etf retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco FTSE is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Invesco FTSE RAFI has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Invesco FTSE is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | 0.45 |
Invesco |
Invesco FTSE Relative Risk vs. Return Landscape
If you would invest 3,645 in Invesco FTSE RAFI on November 27, 2024 and sell it today you would lose (43.00) from holding Invesco FTSE RAFI or give up 1.18% of portfolio value over 90 days. Invesco FTSE RAFI is producing return of less than zero assuming 0.7499% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than Invesco FTSE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Invesco FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco FTSE RAFI, and traders can use it to determine the average amount a Invesco FTSE's 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 = -0.0227
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PZW |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco FTSE 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 FTSE by adding Invesco FTSE to a well-diversified portfolio.
Invesco FTSE Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco FTSE, and Invesco FTSE fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Invesco Etf performance.
| Price To Earning | 15.64 X | |||
| Price To Book | 1.30 X | |||
| Price To Sales | 0.72 X | |||
About Invesco FTSE Performance
By examining Invesco FTSE's fundamental ratios, stakeholders can obtain critical insights into Invesco FTSE's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Invesco FTSE is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
INVESCO FTSE is traded on Toronto Stock Exchange in Canada.| Invesco FTSE RAFI generated a negative expected return over the last 90 days | |
| The fund maintains 99.1% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Invesco FTSE RAFI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.