Invesco International Developed Etf Market Value
| IMFL Etf | USD 33.90 0.02 0.06% |
| Symbol | Invesco |
Investors evaluate Invesco International using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Invesco International's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Invesco International's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Invesco International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Invesco International's market price signifies the transaction level at which participants voluntarily complete trades.
Invesco International '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 International'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 International.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Invesco International on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco International Developed or generate 0.0% return on investment in Invesco International over 90 days. Invesco International is related to or competes with SPDR Russell, JPMorgan Value, JPMorgan BetaBuilders, IShares MSCI, First Trust, SPDR SSgA, and Longview Advantage. The fund generally will invest at least 80 percent of its total assets in the securities that comprise the index More
Invesco International 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 International'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 International Developed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8359 | |||
| Information Ratio | 0.2408 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.45 |
Invesco International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco International's standard deviation. In reality, there are many statistical measures that can use Invesco International historical prices to predict the future Invesco International's volatility.| Risk Adjusted Performance | 0.2415 | |||
| Jensen Alpha | 0.2519 | |||
| Total Risk Alpha | 0.2026 | |||
| Sortino Ratio | 0.2462 | |||
| Treynor Ratio | (3.57) |
Invesco International February 18, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.2415 | |||
| Market Risk Adjusted Performance | (3.56) | |||
| Mean Deviation | 0.6645 | |||
| Semi Deviation | 0.4464 | |||
| Downside Deviation | 0.8359 | |||
| Coefficient Of Variation | 330.13 | |||
| Standard Deviation | 0.8546 | |||
| Variance | 0.7303 | |||
| Information Ratio | 0.2408 | |||
| Jensen Alpha | 0.2519 | |||
| Total Risk Alpha | 0.2026 | |||
| Sortino Ratio | 0.2462 | |||
| Treynor Ratio | (3.57) | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.45 | |||
| Downside Variance | 0.6988 | |||
| Semi Variance | 0.1993 | |||
| Expected Short fall | (0.76) | |||
| Skewness | 0.0387 | |||
| Kurtosis | 0.0534 |
Invesco International Backtested Returns
Invesco International appears to be very steady, given 3 months investment horizon. Invesco International holds Efficiency (Sharpe) Ratio of 0.44, which attests that the entity had a 0.44 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco International, which you can use to evaluate the volatility of the entity. Please utilize Invesco International's Downside Deviation of 0.8359, market risk adjusted performance of (3.56), and Risk Adjusted Performance of 0.2415 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.0697, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco International are expected to decrease at a much lower rate. During the bear market, Invesco International is likely to outperform the market.
Auto-correlation | 0.90 |
Excellent predictability
Invesco International Developed has excellent predictability. Overlapping area represents the amount of predictability between Invesco International time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 International price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Invesco International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 1.4 |
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Invesco International 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.