Invesco Msci Europe Etf Key Fundamental Indicators
| ESGE Etf | EUR 75.80 0.16 0.21% |
As of the 31st of January, Invesco MSCI retains the Risk Adjusted Performance of 0.0905, downside deviation of 0.8633, and Market Risk Adjusted Performance of (5.27). Our technical analysis interface lets you check existing technical drivers of Invesco MSCI Europe, as well as the relationship between them. Please check out Invesco MSCI Europe maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk to decide if Invesco MSCI is priced fairly, providing market reflects its last-minute price of 75.8 per share.
Invesco MSCI's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Invesco MSCI's valuation are provided below:Invesco MSCI Europe does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Invesco |
Invesco MSCI 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco MSCI's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco MSCI.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Invesco MSCI on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco MSCI Europe or generate 0.0% return on investment in Invesco MSCI over 90 days. Invesco MSCI is related to or competes with Invesco EURO, Invesco FTSE, Invesco Health, and Invesco Energy. The Invesco MSCI Europe ESG Universal Screened UCITS ETF aims to provide the performance of the MSCI Europe ESG Universa... More
Invesco MSCI Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco MSCI's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco MSCI Europe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8633 | |||
| Information Ratio | 0.049 | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.66 |
Invesco MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco MSCI's standard deviation. In reality, there are many statistical measures that can use Invesco MSCI historical prices to predict the future Invesco MSCI's volatility.| Risk Adjusted Performance | 0.0905 | |||
| Jensen Alpha | 0.0928 | |||
| Total Risk Alpha | 0.0333 | |||
| Sortino Ratio | 0.047 | |||
| Treynor Ratio | (5.28) |
Invesco MSCI January 31, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0905 | |||
| Market Risk Adjusted Performance | (5.27) | |||
| Mean Deviation | 0.5915 | |||
| Semi Deviation | 0.6618 | |||
| Downside Deviation | 0.8633 | |||
| Coefficient Of Variation | 813.43 | |||
| Standard Deviation | 0.8289 | |||
| Variance | 0.6871 | |||
| Information Ratio | 0.049 | |||
| Jensen Alpha | 0.0928 | |||
| Total Risk Alpha | 0.0333 | |||
| Sortino Ratio | 0.047 | |||
| Treynor Ratio | (5.28) | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.7453 | |||
| Semi Variance | 0.438 | |||
| Expected Short fall | (0.58) | |||
| Skewness | 0.1194 | |||
| Kurtosis | 0.4579 |
Invesco MSCI Europe Backtested Returns
At this stage we consider Invesco Etf to be very steady. Invesco MSCI Europe holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco MSCI Europe, which you can use to evaluate the volatility of the entity. Please check out Invesco MSCI's Market Risk Adjusted Performance of (5.27), risk adjusted performance of 0.0905, and Downside Deviation of 0.8633 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The etf retains a Market Volatility (i.e., Beta) of -0.0174, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco MSCI are expected to decrease at a much lower rate. During the bear market, Invesco MSCI is likely to outperform the market.
Auto-correlation | 0.13 |
Insignificant predictability
Invesco MSCI Europe has insignificant predictability. Overlapping area represents the amount of predictability between Invesco MSCI time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco MSCI Europe price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Invesco MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 1.38 |
Net Asset is the value used in calculating NAV of a fund. NAV (or Net Asset Value) is computed once a day based on the formula that uses closing prices of all positions in the fund's portfolio.
Based on the recorded statements, Invesco MSCI Europe has a Net Asset of 31.6 M. This is much higher than that of the Invesco Investment Management Limited family and significantly higher than that of the Net Asset category. The net asset for all Switzerland etfs is notably lower than that of the firm.
Invesco Net Asset Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Invesco MSCI's direct or indirect competition against its Net Asset to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Invesco MSCI could also be used in its relative valuation, which is a method of valuing Invesco MSCI by comparing valuation metrics of similar companies.Invesco MSCI is currently under evaluation in net asset as compared to similar ETFs.
Invesco Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco MSCI's current stock value. Our valuation model uses many indicators to compare Invesco MSCI value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco MSCI competition to find correlations between indicators driving Invesco MSCI's intrinsic value. More Info.Invesco MSCI Europe is rated # 5 ETF in net asset as compared to similar ETFs. It is rated # 4 ETF in equity positions weight as compared to similar ETFs . The ratio of Net Asset to Equity Positions Weight for Invesco MSCI Europe is about 316,697 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Invesco MSCI's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Invesco MSCI
The fund invests 99.78% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Invesco MSCI's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Invesco Fundamentals
| Total Asset | 31.6 M | |||
| Net Asset | 31.6 M | |||
| Equity Positions Weight | 99.78 % |
About Invesco MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Invesco MSCI Europe's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco MSCI Europe based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The Invesco MSCI Europe ESG Universal Screened UCITS ETF aims to provide the performance of the MSCI Europe ESG Universal Select Business Screens Index, after the impact of fees. IVZ MSCI is traded on Switzerland Exchange in Switzerland.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Etf
Invesco MSCI financial ratios help investors to determine whether Invesco Etf 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 MSCI security.