Invesco Developing Markets Fund Market Value
| 0P0000SCWD | 16.84 0.21 1.26% |
| Symbol | Invesco |
Invesco Developing '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 Developing's 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 Developing.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Invesco Developing on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Developing Markets or generate 0.0% return on investment in Invesco Developing over 30 days.
Invesco Developing 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 Developing's 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 Developing Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7186 | |||
| Information Ratio | 0.1382 | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.61 |
Invesco Developing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Developing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Developing's standard deviation. In reality, there are many statistical measures that can use Invesco Developing historical prices to predict the future Invesco Developing's volatility.| Risk Adjusted Performance | 0.1695 | |||
| Jensen Alpha | 0.1521 | |||
| Total Risk Alpha | 0.1068 | |||
| Sortino Ratio | 0.1585 | |||
| Treynor Ratio | 0.4445 |
Invesco Developing Backtested Returns
Currently, Invesco Developing Markets is very steady. Invesco Developing holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Developing, which you can use to evaluate the volatility of the entity. Please check out Invesco Developing's Downside Deviation of 0.7186, market risk adjusted performance of 0.4545, and Risk Adjusted Performance of 0.1695 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. The fund retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Developing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Developing is expected to be smaller as well.
Auto-correlation | -0.83 |
Excellent reverse predictability
Invesco Developing Markets has excellent reverse predictability. Overlapping area represents the amount of predictability between Invesco Developing time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 Developing price movement. The serial correlation of -0.83 indicates that around 83.0% of current Invesco Developing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Invesco Developing lagged returns against current returns
Autocorrelation, which is Invesco Developing fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Developing's fund expected returns. We can calculate the autocorrelation of Invesco Developing returns to help us make a trade decision. For example, suppose you find that Invesco Developing has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Invesco Developing regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Developing fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Developing fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Developing fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Developing Lagged Returns
When evaluating Invesco Developing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Developing fund have on its future price. Invesco Developing autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Developing autocorrelation shows the relationship between Invesco Developing fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Developing Markets.
Regressed Prices |
| Timeline |
Pair Trading with Invesco Developing
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invesco Developing position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invesco Developing will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Invesco Developing could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invesco Developing when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invesco Developing - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invesco Developing Markets to buy it.
The correlation of Invesco Developing is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco Developing moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco Developing moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invesco Developing can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
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