Invesco NASDAQ (UK) Market Value
| EQJS Etf | 3,388 4.25 0.13% |
| Symbol | Invesco |
Invesco NASDAQ '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 NASDAQ'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 NASDAQ.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Invesco NASDAQ on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco NASDAQ Next or generate 0.0% return on investment in Invesco NASDAQ over 30 days. Invesco NASDAQ is related to or competes with Vanguard FTSE, Leverage Shares, Amundi Index, Amundi Index, LS 1x, Leverage Shares, and Leverage Shares. Invesco NASDAQ is entity of United Kingdom More
Invesco NASDAQ 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 NASDAQ'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 NASDAQ Next upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9606 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.39 |
Invesco NASDAQ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco NASDAQ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco NASDAQ's standard deviation. In reality, there are many statistical measures that can use Invesco NASDAQ historical prices to predict the future Invesco NASDAQ's volatility.| Risk Adjusted Performance | 0.0485 | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0831 |
Invesco NASDAQ Next Backtested Returns
Currently, Invesco NASDAQ Next is very steady. Invesco NASDAQ Next holds Efficiency (Sharpe) Ratio of 0.0899, which attests that the entity had a 0.0899 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco NASDAQ Next, which you can use to evaluate the volatility of the entity. Please check out Invesco NASDAQ's Risk Adjusted Performance of 0.0485, market risk adjusted performance of 0.0931, and Downside Deviation of 0.9606 to validate if the risk estimate we provide is consistent with the expected return of 0.0893%. The etf retains a Market Volatility (i.e., Beta) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco NASDAQ's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco NASDAQ is expected to be smaller as well.
Auto-correlation | 0.91 |
Excellent predictability
Invesco NASDAQ Next has excellent predictability. Overlapping area represents the amount of predictability between Invesco NASDAQ time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 2025. 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 NASDAQ Next price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Invesco NASDAQ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 594.13 |
Invesco NASDAQ Next lagged returns against current returns
Autocorrelation, which is Invesco NASDAQ 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 NASDAQ's etf expected returns. We can calculate the autocorrelation of Invesco NASDAQ returns to help us make a trade decision. For example, suppose you find that Invesco NASDAQ 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 NASDAQ 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 NASDAQ etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco NASDAQ etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco NASDAQ etf over time.
Current vs Lagged Prices |
| Timeline |
Invesco NASDAQ Lagged Returns
When evaluating Invesco NASDAQ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco NASDAQ etf have on its future price. Invesco NASDAQ 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 NASDAQ autocorrelation shows the relationship between Invesco NASDAQ etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco NASDAQ Next.
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.When determining whether Invesco NASDAQ Next is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Invesco Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Invesco Nasdaq Next Etf. Highlighted below are key reports to facilitate an investment decision about Invesco Nasdaq Next Etf:Check out Invesco NASDAQ Correlation, Invesco NASDAQ Volatility and Invesco NASDAQ Alpha and Beta module to complement your research on Invesco NASDAQ. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Invesco NASDAQ 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.