Invesco USD (Switzerland) Market Value
| ICLU Etf | 16.14 0.06 0.37% |
| Symbol | Invesco |
Invesco USD '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 USD'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 USD.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Invesco USD on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco USD AAA or generate 0.0% return on investment in Invesco USD over 90 days.
Invesco USD 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 USD'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 USD AAA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 2.24 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.4811 |
Invesco USD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco USD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco USD's standard deviation. In reality, there are many statistical measures that can use Invesco USD historical prices to predict the future Invesco USD's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.17) |
Invesco USD January 29, 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 | (0.05) | |||
| Market Risk Adjusted Performance | (0.16) | |||
| Mean Deviation | 0.2802 | |||
| Coefficient Of Variation | (1,843) | |||
| Standard Deviation | 0.4136 | |||
| Variance | 0.1711 | |||
| Information Ratio | (0.24) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.17) | |||
| Maximum Drawdown | 2.24 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.4811 | |||
| Skewness | (1.25) | |||
| Kurtosis | 2.76 |
Invesco USD AAA Backtested Returns
Invesco USD AAA holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Invesco USD AAA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco USD's Risk Adjusted Performance of (0.05), standard deviation of 0.4136, and Market Risk Adjusted Performance of (0.16) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco USD's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco USD is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
Invesco USD AAA has virtually no predictability. Overlapping area represents the amount of predictability between Invesco USD time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 USD AAA price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Invesco USD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |