Invesco Small Cap Fund Market Value
| GTSFX Fund | USD 41.91 0.71 1.67% |
| Symbol | Invesco |
Invesco Small '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 Small'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 Small.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Invesco Small on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Small Cap or generate 0.0% return on investment in Invesco Small over 90 days. Invesco Small is related to or competes with Dreyfus Technology, Black Oak, Ivy Science, Franklin Biotechnology, Wells Fargo, Towpath Technology, and Fidelity Advisor. The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of small-capitalizatio... More
Invesco Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.0952 | |||
| Maximum Drawdown | 11.07 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.37 |
Invesco Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Small's standard deviation. In reality, there are many statistical measures that can use Invesco Small historical prices to predict the future Invesco Small's volatility.| Risk Adjusted Performance | 0.1065 | |||
| Jensen Alpha | 0.1491 | |||
| Total Risk Alpha | 0.0718 | |||
| Sortino Ratio | 0.1168 | |||
| Treynor Ratio | 0.1733 |
Invesco Small January 24, 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 | 0.1065 | |||
| Market Risk Adjusted Performance | 0.1833 | |||
| Mean Deviation | 1.28 | |||
| Semi Deviation | 1.27 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 729.38 | |||
| Standard Deviation | 1.87 | |||
| Variance | 3.49 | |||
| Information Ratio | 0.0952 | |||
| Jensen Alpha | 0.1491 | |||
| Total Risk Alpha | 0.0718 | |||
| Sortino Ratio | 0.1168 | |||
| Treynor Ratio | 0.1733 | |||
| Maximum Drawdown | 11.07 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.37 | |||
| Downside Variance | 2.32 | |||
| Semi Variance | 1.61 | |||
| Expected Short fall | (1.48) | |||
| Skewness | 1.72 | |||
| Kurtosis | 9.24 |
Invesco Small Cap Backtested Returns
Invesco Small appears to be very steady, given 3 months investment horizon. Invesco Small Cap holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Invesco Small Cap, which you can use to evaluate the volatility of the entity. Please utilize Invesco Small's Risk Adjusted Performance of 0.1065, market risk adjusted performance of 0.1833, and Downside Deviation of 1.52 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.42, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Small will likely underperform.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Invesco Small Cap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Invesco Small time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Small Cap price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Invesco Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 4.93 |
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 Small 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 Small security.
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