Invesco Dynamic Building Etf Beta
| PKB Etf | USD 107.50 0.69 0.65% |
As of the 9th of February, Invesco Dynamic retains the Market Risk Adjusted Performance of 0.1493, risk adjusted performance of 0.1152, and Downside Deviation of 1.49. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Invesco Dynamic Building, as well as the relationship between them.
Invesco Dynamic'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 Dynamic's valuation are provided below:Invesco Dynamic Building 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. Investors evaluate Invesco Dynamic Building using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Invesco Dynamic's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Invesco Dynamic's market price to deviate significantly from intrinsic value.
It's important to distinguish between Invesco Dynamic's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco Dynamic should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Invesco Dynamic's market price signifies the transaction level at which participants voluntarily complete trades.
Invesco Dynamic '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 Dynamic'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 Dynamic.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Invesco Dynamic on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Dynamic Building or generate 0.0% return on investment in Invesco Dynamic over 90 days. Invesco Dynamic is related to or competes with Invesco Dynamic, First Trust, First Trust, First Trust, WisdomTree Efficient, FT Cboe, and Running Oak. The fund generally will invest at least 90 percent of its total assets in the securities that comprise the underlying in... More
Invesco Dynamic 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 Dynamic'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 Dynamic Building upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0703 | |||
| Maximum Drawdown | 5.31 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.49 |
Invesco Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Dynamic's standard deviation. In reality, there are many statistical measures that can use Invesco Dynamic historical prices to predict the future Invesco Dynamic's volatility.| Risk Adjusted Performance | 0.1152 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | 0.0305 | |||
| Sortino Ratio | 0.0686 | |||
| Treynor Ratio | 0.1393 |
Invesco Dynamic February 9, 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 | 0.1152 | |||
| Market Risk Adjusted Performance | 0.1493 | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 1.21 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 724.37 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.11 | |||
| Information Ratio | 0.0703 | |||
| Jensen Alpha | 0.0697 | |||
| Total Risk Alpha | 0.0305 | |||
| Sortino Ratio | 0.0686 | |||
| Treynor Ratio | 0.1393 | |||
| Maximum Drawdown | 5.31 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.49 | |||
| Downside Variance | 2.21 | |||
| Semi Variance | 1.47 | |||
| Expected Short fall | (1.16) | |||
| Skewness | (0.01) | |||
| Kurtosis | (0.05) |
Invesco Dynamic Building Backtested Returns
Invesco Dynamic appears to be very steady, given 3 months investment horizon. Invesco Dynamic Building holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco Dynamic Building, which you can use to evaluate the volatility of the entity. Please utilize Invesco Dynamic's Downside Deviation of 1.49, risk adjusted performance of 0.1152, and Market Risk Adjusted Performance of 0.1493 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.37, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Dynamic will likely underperform.
Auto-correlation | 0.48 |
Average predictability
Invesco Dynamic Building has average predictability. Overlapping area represents the amount of predictability between Invesco Dynamic time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Dynamic Building price movement. The serial correlation of 0.48 indicates that about 48.0% of current Invesco Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 11.59 |
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 Dynamic Building has a Beta of 1.88. This is much higher than that of the Invesco family and significantly higher than that of the Industrials category. The beta for all United States etfs is notably lower than that of the firm.
Invesco Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Invesco Dynamic's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Invesco Dynamic could also be used in its relative valuation, which is a method of valuing Invesco Dynamic by comparing valuation metrics of similar companies.Invesco Dynamic is currently under evaluation in beta as compared to similar ETFs.
Invesco Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco Dynamic's current stock value. Our valuation model uses many indicators to compare Invesco Dynamic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco Dynamic competition to find correlations between indicators driving Invesco Dynamic's intrinsic value. More Info.Invesco Dynamic Building 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 1.21 of Price To Book per Price To Earning. 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 Dynamic's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Invesco Dynamic
The fund invests 99.98% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.Asset allocation divides Invesco Dynamic'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.
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Dynamic will likely underperform.
Invesco Fundamentals
| Return On Equity | 0.0042 | |||
| Return On Asset | 0.0042 | |||
| Profit Margin | 0 % | |||
| Price To Earning | 2.31 X | |||
| Price To Book | 2.79 X | |||
| Price To Sales | 1.07 X | |||
| Revenue | 592.08 K | |||
| Gross Profit | 1.04 M | |||
| Net Income | 241.99 K | |||
| Cash And Equivalents | 234 | |||
| Earnings Per Share | (0.33) X | |||
| Beta | 1.88 | |||
| Market Capitalization | 158.96 M | |||
| Total Asset | 106.35 M | |||
| One Year Return | 36.30 % | |||
| Three Year Return | 33.00 % | |||
| Five Year Return | 18.90 % | |||
| Ten Year Return | 18.10 % | |||
| Net Asset | 106.35 M | |||
| Last Dividend Paid | 0.0193 | |||
| Equity Positions Weight | 99.98 % |
About Invesco Dynamic Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Invesco Dynamic Building's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco Dynamic using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco Dynamic Building 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.
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 Dynamic Building offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invesco Dynamic'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 Dynamic Building Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Invesco Dynamic Building Etf:Check out You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Investors evaluate Invesco Dynamic Building using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Invesco Dynamic's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Invesco Dynamic's market price to deviate significantly from intrinsic value.
It's important to distinguish between Invesco Dynamic's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco Dynamic should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Invesco Dynamic's market price signifies the transaction level at which participants voluntarily complete trades.