Invesco European Small Fund Market Value
| ESMCX Fund | USD 11.97 0.06 0.50% |
| Symbol | Invesco |
Invesco European '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 European'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 European.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Invesco European on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco European Small or generate 0.0% return on investment in Invesco European over 90 days. Invesco European is related to or competes with Sterling Capital, Dunham Corporate/govern, Great-west, Goldman Sachs, The Short, and Franklin Adjustable. The fund invests at least 80 percent of its net assets in securities of small-capitalization issuers, and in derivatives... More
Invesco European 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 European'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 European Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.1269 | |||
| Maximum Drawdown | 55.67 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.6 |
Invesco European Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco European's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco European's standard deviation. In reality, there are many statistical measures that can use Invesco European historical prices to predict the future Invesco European's volatility.| Risk Adjusted Performance | 0.1109 | |||
| Jensen Alpha | 0.8566 | |||
| Total Risk Alpha | 0.2914 | |||
| Sortino Ratio | 0.8396 | |||
| Treynor Ratio | 0.9136 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco European'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 European January 28, 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 | 0.1109 | |||
| Market Risk Adjusted Performance | 0.9236 | |||
| Mean Deviation | 1.78 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 721.26 | |||
| Standard Deviation | 6.76 | |||
| Variance | 45.66 | |||
| Information Ratio | 0.1269 | |||
| Jensen Alpha | 0.8566 | |||
| Total Risk Alpha | 0.2914 | |||
| Sortino Ratio | 0.8396 | |||
| Treynor Ratio | 0.9136 | |||
| Maximum Drawdown | 55.67 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.6 | |||
| Downside Variance | 1.04 | |||
| Semi Variance | (0.34) | |||
| Expected Short fall | (2.27) | |||
| Skewness | 7.89 | |||
| Kurtosis | 63.46 |
Invesco European Small Backtested Returns
Invesco European is slightly risky given 3 months investment horizon. Invesco European Small holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.02% are justified by taking the suggested risk. Use Invesco European Small Coefficient Of Variation of 721.26, market risk adjusted performance of 0.9236, and Risk Adjusted Performance of 0.1109 to evaluate company specific risk that cannot be diversified away. The fund retains a Market Volatility (i.e., Beta) of 1.01, which attests to a somewhat significant risk relative to the market. Invesco European returns are very sensitive to returns on the market. As the market goes up or down, Invesco European is expected to follow.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Invesco European Small has insignificant reverse predictability. Overlapping area represents the amount of predictability between Invesco European time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 European Small price movement. The serial correlation of -0.16 indicates that over 16.0% of current Invesco European price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.82 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Invesco Mutual Fund
Invesco European 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 European security.
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