Invesco AT1 (UK) Market Value
| AT1S Etf | 3,453 17.00 0.49% |
| Symbol | Invesco |
Invesco AT1 '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 AT1'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 AT1.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Invesco AT1 on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Invesco AT1 Capital or generate 0.0% return on investment in Invesco AT1 over 360 days. Invesco AT1 is related to or competes with Invesco MSCI, Invesco EURO, Invesco Markets, Invesco FTSE, Invesco FTSE, Invesco MSCI, and Invesco Municipal. Invesco AT1 is entity of United Kingdom. It is traded as Etf on LSE exchange. More
Invesco AT1 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 AT1'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 AT1 Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.523 | |||
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (0.39) | |||
| Potential Upside | 0.4372 |
Invesco AT1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco AT1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco AT1's standard deviation. In reality, there are many statistical measures that can use Invesco AT1 historical prices to predict the future Invesco AT1's volatility.| Risk Adjusted Performance | 0.0616 | |||
| Jensen Alpha | 0.0351 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | (0.39) |
Invesco AT1 Capital Backtested Returns
Currently, Invesco AT1 Capital is very steady. Invesco AT1 Capital holds Efficiency (Sharpe) Ratio of 0.0213, which attests that the entity had a 0.0213% return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco AT1 Capital, which you can use to evaluate the volatility of the entity. Please check out Invesco AT1's Risk Adjusted Performance of 0.0616, downside deviation of 0.523, and Market Risk Adjusted Performance of (0.38) to validate if the risk estimate we provide is consistent with the expected return of 0.0053%. The etf retains a Market Volatility (i.e., Beta) of -0.0688, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco AT1 are expected to decrease at a much lower rate. During the bear market, Invesco AT1 is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Invesco AT1 Capital has modest predictability. Overlapping area represents the amount of predictability between Invesco AT1 time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. 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 AT1 Capital price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Invesco AT1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 2148.66 |
Invesco AT1 Capital lagged returns against current returns
Autocorrelation, which is Invesco AT1 etf'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 AT1's etf expected returns. We can calculate the autocorrelation of Invesco AT1 returns to help us make a trade decision. For example, suppose you find that Invesco AT1 has exhibited high autocorrelation historically, and you observe that the etf 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 AT1 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 AT1 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco AT1 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco AT1 etf over time.
Current vs Lagged Prices |
| Timeline |
Invesco AT1 Lagged Returns
When evaluating Invesco AT1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco AT1 etf have on its future price. Invesco AT1 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 AT1 autocorrelation shows the relationship between Invesco AT1 etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco AT1 Capital.
Regressed Prices |
| Timeline |
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 Etf
Invesco AT1 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 AT1 security.