Invesco Disciplined Equity Fund Market Value
| AWEIX Fund | USD 33.68 0.09 0.27% |
| Symbol | Invesco |
Invesco Disciplined '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 Disciplined's mutual 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 Disciplined.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Invesco Disciplined on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Disciplined Equity or generate 0.0% return on investment in Invesco Disciplined over 30 days. Invesco Disciplined is related to or competes with At Mid, Matthews Pacific, At Income, and Barclays ETN. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securitie... More
Invesco Disciplined 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 Disciplined's mutual 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 Disciplined Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8338 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.88 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.03 |
Invesco Disciplined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Disciplined's standard deviation. In reality, there are many statistical measures that can use Invesco Disciplined historical prices to predict the future Invesco Disciplined's volatility.| Risk Adjusted Performance | 0.0932 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1008 |
Invesco Disciplined Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Disciplined holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco Disciplined, which you can use to evaluate the volatility of the entity. Please check out Invesco Disciplined's Risk Adjusted Performance of 0.0932, market risk adjusted performance of 0.1108, and Downside Deviation of 0.8338 to validate if the risk estimate we provide is consistent with the expected return of 0.0731%. The fund retains a Market Volatility (i.e., Beta) of 0.77, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Disciplined is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Invesco Disciplined Equity has weak predictability. Overlapping area represents the amount of predictability between Invesco Disciplined time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Disciplined price movement. The serial correlation of 0.22 indicates that over 22.0% of current Invesco Disciplined price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Invesco Disciplined lagged returns against current returns
Autocorrelation, which is Invesco Disciplined mutual 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 Disciplined's mutual fund expected returns. We can calculate the autocorrelation of Invesco Disciplined returns to help us make a trade decision. For example, suppose you find that Invesco Disciplined has exhibited high autocorrelation historically, and you observe that the mutual 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 Disciplined 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 Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Disciplined mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Disciplined mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Disciplined Lagged Returns
When evaluating Invesco Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Disciplined mutual fund have on its future price. Invesco Disciplined 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 Disciplined autocorrelation shows the relationship between Invesco Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Disciplined Equity.
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 Mutual Fund
Invesco Disciplined financial ratios help investors to determine whether Invesco Mutual Fund 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 Disciplined security.
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