Invesco Energy Fund Key Fundamental Indicators
| FSTEX Fund | USD 35.07 0.07 0.20% |
As of the 2nd of February, Invesco Energy retains the Market Risk Adjusted Performance of 0.8316, downside deviation of 1.08, and Risk Adjusted Performance of 0.1503. Invesco Energy technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Invesco Energy'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 Energy's valuation are provided below:Invesco Energy Fund 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 Energy '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 Energy's mutual fund 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 Energy.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Invesco Energy on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Energy Fund or generate 0.0% return on investment in Invesco Energy over 90 days. Invesco Energy is related to or competes with Needham Aggressive, Litman Gregory, Mutual Of, Aquila Three, Lgm Risk, and Vanguard Target. The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of issuers engaged in ... More
Invesco Energy 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 Energy's mutual fund 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 Energy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1615 | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.99 |
Invesco Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Energy's standard deviation. In reality, there are many statistical measures that can use Invesco Energy historical prices to predict the future Invesco Energy's volatility.| Risk Adjusted Performance | 0.1503 | |||
| Jensen Alpha | 0.1996 | |||
| Total Risk Alpha | 0.1565 | |||
| Sortino Ratio | 0.1606 | |||
| Treynor Ratio | 0.8216 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco Energy February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1503 | |||
| Market Risk Adjusted Performance | 0.8316 | |||
| Mean Deviation | 0.8675 | |||
| Semi Deviation | 0.8303 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 491.86 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Information Ratio | 0.1615 | |||
| Jensen Alpha | 0.1996 | |||
| Total Risk Alpha | 0.1565 | |||
| Sortino Ratio | 0.1606 | |||
| Treynor Ratio | 0.8216 | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 1.17 | |||
| Semi Variance | 0.6894 | |||
| Expected Short fall | (0.96) | |||
| Skewness | (0.31) | |||
| Kurtosis | (0.04) |
Invesco Energy Backtested Returns
Invesco Energy appears to be out of control, given 3 months investment horizon. Invesco Energy holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco Energy, which you can use to evaluate the volatility of the entity. Please utilize Invesco Energy's Market Risk Adjusted Performance of 0.8316, downside deviation of 1.08, and Risk Adjusted Performance of 0.1503 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Energy is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
Invesco Energy Fund has good predictability. Overlapping area represents the amount of predictability between Invesco Energy time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 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 Energy price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Invesco Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 1.96 |
The most critical factor to remember is that the price of equity takes a firm's debt into account, whereas the sales indicators do not consider financial leverage. Generally speaking, Price to Sales ratio shows how much market values every dollar of the company's sales.
| Competition |
Based on the latest financial disclosure, Invesco Energy Fund has a Price To Sales of 1.48 times. This is much higher than that of the Invesco family and significantly higher than that of the Equity Energy category. The price to sales for all United States funds is notably lower than that of the firm.
Invesco Energy Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco Energy's current stock value. Our valuation model uses many indicators to compare Invesco Energy value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco Energy competition to find correlations between indicators driving Invesco Energy's intrinsic value. More Info.Invesco Energy Fund is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.17 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Invesco Energy Fund is roughly 5.74 . 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 Energy's earnings, one of the primary drivers of an investment's value.Invesco Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco Energy's current stock value. Our valuation model uses many indicators to compare Invesco Energy value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco Energy competition to find correlations between indicators driving Invesco Energy's intrinsic value. More Info.Invesco Energy Fund is one of the top funds in price to earning among similar funds. It also is one of the top funds in price to book among similar funds fabricating about 0.17 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Invesco Energy Fund is roughly 5.74 . 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 Energy's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Invesco Energy
The fund consists of 97.65% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Invesco Energy'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 for 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 manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Invesco Fundamentals
| Price To Earning | 7.52 X | |||
| Price To Book | 1.31 X | |||
| Price To Sales | 1.48 X | |||
| Total Asset | 76.18 M | |||
| Annual Yield | 0.02 % | |||
| Year To Date Return | 12.11 % | |||
| One Year Return | 20.00 % | |||
| Three Year Return | 8.79 % | |||
| Five Year Return | 25.65 % | |||
| Ten Year Return | (7.14) % | |||
| Net Asset | 441.25 M | |||
| Cash Position Weight | 2.35 % | |||
| Equity Positions Weight | 97.65 % |
About Invesco Energy Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Invesco Energy Fund's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco Energy using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco Energy Fund based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, 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 fund invests, under normal circumstances, at least 80 percent of its net assets in securities of issuers engaged in energy-related industries, and in derivatives and other instruments that have economic characteristics similar to such securities. It invests primarily in equity securities. The principal type of equity security in which the fund invests is common stock. The fund is non-diversified.
Also Currently Popular
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 Mutual Fund
Invesco Energy 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 Energy security.
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