Invesco Msci Europe Etf Key Fundamental Indicators
| PAEU Etf | 6.06 0.06 1.00% |
As of the 22nd of February, Invesco MSCI retains the Market Risk Adjusted Performance of 0.5368, risk adjusted performance of 0.1325, and Downside Deviation of 1.09. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Invesco MSCI Europe, as well as the relationship between them. Please check out Invesco MSCI Europe treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Invesco MSCI is priced fairly, providing market reflects its last-minute price of 6.06 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.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Invesco MSCI on November 24, 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 AT1, Invesco CoinShares, Invesco EURO, Invesco FTSE, Invesco Health, and Invesco Energy. Invesco MSCI is entity of Switzerland. It is traded as Etf on SW exchange. 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 | 1.09 | |||
| Information Ratio | 1.0E-4 | |||
| Maximum Drawdown | 2.05 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.8518 |
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 | 0.1325 | |||
| Jensen Alpha | 0.0611 | |||
| Total Risk Alpha | 0.03 | |||
| Treynor Ratio | 0.5268 |
Invesco MSCI February 22, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1325 | |||
| Market Risk Adjusted Performance | 0.5368 | |||
| Mean Deviation | 0.2651 | |||
| Semi Deviation | 0.252 | |||
| Downside Deviation | 1.09 | |||
| Coefficient Of Variation | 544.9 | |||
| Standard Deviation | 0.4389 | |||
| Variance | 0.1926 | |||
| Information Ratio | 1.0E-4 | |||
| Jensen Alpha | 0.0611 | |||
| Total Risk Alpha | 0.03 | |||
| Treynor Ratio | 0.5268 | |||
| Maximum Drawdown | 2.05 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.8518 | |||
| Downside Variance | 1.2 | |||
| Semi Variance | 0.0635 | |||
| Expected Short fall | (0.45) | |||
| Skewness | (0.98) | |||
| Kurtosis | 5.37 |
Invesco MSCI Europe Backtested Returns
At this stage we consider Invesco Etf to be very steady. Invesco MSCI Europe holds Efficiency (Sharpe) Ratio of 0.43, which attests that the entity had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco MSCI Europe, which you can use to evaluate the volatility of the entity. Please check out Invesco MSCI's Downside Deviation of 1.09, risk adjusted performance of 0.1325, and Market Risk Adjusted Performance of 0.5368 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The etf retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco MSCI is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Invesco MSCI Europe has good predictability. Overlapping area represents the amount of predictability between Invesco MSCI time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 MSCI Europe price movement. The serial correlation of 0.74 indicates that around 74.0% of current Invesco MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Invesco MSCI Europe has a Beta of 1.0. This is much higher than that of the family and significantly higher than that of the Europe Large-Cap Blend Equity category. The beta for all Switzerland etfs is notably lower than that of the firm.
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 number one ETF in beta as compared to similar ETFs. It is regarded third largest ETF in one year return as compared to similar ETFs reporting about 9.20 of One Year Return per Beta. 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.Invesco MSCI returns are very sensitive to returns on the market. As the market goes up or down, Invesco MSCI is expected to follow.
Invesco Fundamentals
| Beta | 1.0 | |||
| One Year Return | 9.20 % | |||
| Three Year Return | 10.40 % |
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.Invesco MSCI is entity of Switzerland. It is traded as Etf on SW exchange.
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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.