Invesco Msci Global Etf Market Value
| CUT Etf | USD 31.11 0.03 0.1% |
| Symbol | Invesco |
Invesco MSCI Global's market price often diverges from its book value, the accounting figure shown on Invesco's balance sheet. Smart investors calculate Invesco MSCI's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Invesco MSCI's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Invesco MSCI's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco MSCI should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Invesco MSCI's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Invesco MSCI '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 MSCI'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 MSCI.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Invesco MSCI on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco MSCI Global or generate 0.0% return on investment in Invesco MSCI over 90 days. Invesco MSCI is related to or competes with Global X, Global X, Hartford Multifactor, SPDR MSCI, Themes Generative, Global X, and Touchstone ETF. The fund generally will invest at least 90 percent of its total assets in the securities that comprise the underlying in... More
Invesco MSCI 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 MSCI'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 MSCI Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9889 | |||
| Information Ratio | 0.1387 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.2 |
Invesco MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco MSCI's standard deviation. In reality, there are many statistical measures that can use Invesco MSCI historical prices to predict the future Invesco MSCI's volatility.| Risk Adjusted Performance | 0.1386 | |||
| Jensen Alpha | 0.187 | |||
| Total Risk Alpha | 0.1348 | |||
| Sortino Ratio | 0.152 | |||
| Treynor Ratio | (3.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco MSCI's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco MSCI February 6, 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 | 0.1386 | |||
| Market Risk Adjusted Performance | (3.87) | |||
| Mean Deviation | 0.7714 | |||
| Semi Deviation | 0.6878 | |||
| Downside Deviation | 0.9889 | |||
| Coefficient Of Variation | 554.57 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | 0.1387 | |||
| Jensen Alpha | 0.187 | |||
| Total Risk Alpha | 0.1348 | |||
| Sortino Ratio | 0.152 | |||
| Treynor Ratio | (3.88) | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.2 | |||
| Downside Variance | 0.978 | |||
| Semi Variance | 0.4731 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 0.7687 | |||
| Kurtosis | 2.63 |
Invesco MSCI Global Backtested Returns
Invesco MSCI appears to be very steady, given 3 months investment horizon. Invesco MSCI Global holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco MSCI Global, which you can use to evaluate the volatility of the entity. Please utilize Invesco MSCI's Downside Deviation of 0.9889, risk adjusted performance of 0.1386, and Market Risk Adjusted Performance of (3.87) to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.0478, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco MSCI are expected to decrease at a much lower rate. During the bear market, Invesco MSCI is likely to outperform the market.
Auto-correlation | 0.58 |
Modest predictability
Invesco MSCI Global has modest predictability. Overlapping area represents the amount of predictability between Invesco MSCI time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 MSCI Global price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Invesco MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Thematic Opportunities
Explore Investment Opportunities
Check out Invesco MSCI Correlation, Invesco MSCI Volatility and Invesco MSCI Performance module to complement your research on Invesco MSCI. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Invesco MSCI technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.