Invesco Msci Sustainable Etf Market Value
| ERTH Etf | USD 49.14 0.19 0.39% |
| Symbol | Invesco |
The market value of Invesco MSCI Sustainable is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco MSCI's value that differs from its market value or its book value, called intrinsic value, which is Invesco MSCI's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Invesco MSCI's market value can be influenced by many factors that don't directly affect Invesco MSCI's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic 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. Meanwhile, Invesco MSCI's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Invesco MSCI on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco MSCI Sustainable or generate 0.0% return on investment in Invesco MSCI over 90 days. Invesco MSCI is related to or competes with ProShares Ultra, IShares ESG, Ultimus Managers, Principal Value, Goldman Sachs, Invesco Actively, and FlexShares Quality. The fund generally invests at least 90 percent of its total assets in securities that comprise the underlying index 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 Sustainable upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.13 |
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 | 0.0141 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0057 |
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 14, 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 | 0.0141 | |||
| Market Risk Adjusted Performance | 0.0157 | |||
| Mean Deviation | 0.7206 | |||
| Semi Deviation | 1.03 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 6275.84 | |||
| Standard Deviation | 0.9253 | |||
| Variance | 0.8561 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0057 | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.13 | |||
| Downside Variance | 1.16 | |||
| Semi Variance | 1.06 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.29) | |||
| Kurtosis | 0.3352 |
Invesco MSCI Sustainable Backtested Returns
Invesco MSCI is very steady at the moment. Invesco MSCI Sustainable 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-nine technical indicators for Invesco MSCI Sustainable, which you can use to evaluate the volatility of the entity. Please check out Invesco MSCI's Downside Deviation of 1.08, market risk adjusted performance of 0.0157, and Risk Adjusted Performance of 0.0141 to validate if the risk estimate we provide is consistent with the expected return of 0.0909%. The etf retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco MSCI is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Invesco MSCI Sustainable has modest predictability. Overlapping area represents the amount of predictability between Invesco MSCI time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Sustainable price movement. The serial correlation of 0.54 indicates that about 54.0% of current Invesco MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
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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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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.