Invesco Ftse Rafi Etf Key Fundamental Indicators
| PEF Etf | CHF 14.20 0.07 0.50% |
As of the 14th of February 2026, Invesco FTSE retains the Market Risk Adjusted Performance of (0.98), risk adjusted performance of 0.1823, and Downside Deviation of 0.722. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Invesco FTSE RAFI, as well as the relationship between them. Please check out Invesco FTSE RAFI value at risk, as well as the relationship between the semi variance and kurtosis to decide if Invesco FTSE is priced fairly, providing market reflects its last-minute price of 14.2 per share.
Invesco FTSE'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 FTSE's valuation are provided below:Invesco FTSE RAFI 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 FTSE '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 FTSE'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 FTSE.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Invesco FTSE on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco FTSE RAFI or generate 0.0% return on investment in Invesco FTSE over 90 days. Invesco FTSE is related to or competes with Invesco AT1, Invesco CoinShares, Invesco EURO, Invesco FTSE, Invesco Health, and Invesco Energy. The investment seeks to track the price and performance yield, before fees and expenses, of the FTSE RAFI Europe index More
Invesco FTSE 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 FTSE'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 FTSE RAFI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.722 | |||
| Information Ratio | 0.1106 | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.07 |
Invesco FTSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco FTSE's standard deviation. In reality, there are many statistical measures that can use Invesco FTSE historical prices to predict the future Invesco FTSE's volatility.| Risk Adjusted Performance | 0.1823 | |||
| Jensen Alpha | 0.1319 | |||
| Total Risk Alpha | 0.0811 | |||
| Sortino Ratio | 0.0892 | |||
| Treynor Ratio | (0.99) |
Invesco FTSE February 14, 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 | 0.1823 | |||
| Market Risk Adjusted Performance | (0.98) | |||
| Mean Deviation | 0.4242 | |||
| Semi Deviation | 0.2974 | |||
| Downside Deviation | 0.722 | |||
| Coefficient Of Variation | 433.56 | |||
| Standard Deviation | 0.5826 | |||
| Variance | 0.3394 | |||
| Information Ratio | 0.1106 | |||
| Jensen Alpha | 0.1319 | |||
| Total Risk Alpha | 0.0811 | |||
| Sortino Ratio | 0.0892 | |||
| Treynor Ratio | (0.99) | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.5213 | |||
| Semi Variance | 0.0885 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.26) | |||
| Kurtosis | 0.8766 |
Invesco FTSE RAFI Backtested Returns
At this stage we consider Invesco Etf to be very steady. Invesco FTSE RAFI holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco FTSE RAFI, which you can use to evaluate the volatility of the entity. Please check out Invesco FTSE's Risk Adjusted Performance of 0.1823, downside deviation of 0.722, and Market Risk Adjusted Performance of (0.98) 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, returns on owning Invesco FTSE are expected to decrease at a much lower rate. During the bear market, Invesco FTSE is likely to outperform the market.
Auto-correlation | 0.61 |
Good predictability
Invesco FTSE RAFI has good predictability. Overlapping area represents the amount of predictability between Invesco FTSE time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 FTSE RAFI price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Invesco FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Invesco FTSE RAFI has a Price To Earning of 14.75 times. This is much higher than that of the Invesco Global Asset Management DAC family and significantly higher than that of the Europe Large-Cap Value Equity category. The price to earning for all Switzerland etfs is notably lower than that of the firm.
Invesco FTSE RAFI Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco FTSE's current stock value. Our valuation model uses many indicators to compare Invesco FTSE value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco FTSE competition to find correlations between indicators driving Invesco FTSE's intrinsic value. More Info.Invesco FTSE RAFI is rated number one ETF in price to earning as compared to similar ETFs. It also is rated number one ETF in price to book as compared to similar ETFs fabricating about 0.08 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Invesco FTSE RAFI is roughly 13.17 . 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 FTSE's earnings, one of the primary drivers of an investment's value.Invesco Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Invesco FTSE's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Invesco FTSE could also be used in its relative valuation, which is a method of valuing Invesco FTSE by comparing valuation metrics of similar companies.Invesco FTSE is currently under evaluation in price to earning as compared to similar ETFs.
Invesco Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco FTSE's current stock value. Our valuation model uses many indicators to compare Invesco FTSE value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco FTSE competition to find correlations between indicators driving Invesco FTSE's intrinsic value. More Info.Invesco FTSE RAFI is rated number one ETF in price to earning as compared to similar ETFs. It also is rated number one ETF in price to book as compared to similar ETFs fabricating about 0.08 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Invesco FTSE RAFI is roughly 13.17 . 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 FTSE's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Invesco FTSE
The fund invests 99.83% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Invesco FTSE'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 | 14.75 X | |||
| Price To Book | 1.12 X | |||
| Price To Sales | 0.70 X | |||
| Total Asset | 6.27 M | |||
| One Year Return | 23.80 % | |||
| Three Year Return | 17.10 % | |||
| Five Year Return | 15.10 % | |||
| Ten Year Return | 11.10 % | |||
| Net Asset | 6.27 M | |||
| Holdings Turnover | 28.15 % | |||
| Equity Positions Weight | 99.83 % |
About Invesco FTSE Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Invesco FTSE RAFI's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco FTSE using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco FTSE RAFI 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 investment seeks to track the price and performance yield, before fees and expenses, of the FTSE RAFI Europe index. PowerShares FTSE is traded on Switzerland Exchange in Switzerland.
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.When determining whether Invesco FTSE RAFI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invesco FTSE's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Invesco Ftse Rafi Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Invesco Ftse Rafi Etf: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 metropolitan statistical area. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.