Invesco Markets Ii Etf Market Value
| IMPPF Etf | USD 47.10 0.00 0.00% |
| Symbol | Invesco |
Please note, there is a significant difference between Invesco Markets' value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Markets is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Markets' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Invesco Markets '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 Markets' pink sheet 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 Markets.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Invesco Markets on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Markets II or generate 0.0% return on investment in Invesco Markets over 30 days. Invesco Markets is related to or competes with Invesco SP. More
Invesco Markets 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 Markets' pink sheet 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 Markets II upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.49 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 2.29 |
Invesco Markets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Markets' standard deviation. In reality, there are many statistical measures that can use Invesco Markets historical prices to predict the future Invesco Markets' volatility.| Risk Adjusted Performance | 0.0238 | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2601 |
Invesco Markets II Backtested Returns
At this point, Invesco Markets is very steady. Invesco Markets II holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Invesco Markets II, which you can use to evaluate the volatility of the entity. Please check out Invesco Markets' Downside Deviation of 1.68, risk adjusted performance of 0.0238, and Market Risk Adjusted Performance of 0.2701 to validate if the risk estimate we provide is consistent with the expected return of 0.009%. The etf retains a Market Volatility (i.e., Beta) of 0.0973, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Markets is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
Invesco Markets II has very weak predictability. Overlapping area represents the amount of predictability between Invesco Markets time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 Markets II price movement. The serial correlation of 0.18 indicates that over 18.0% of current Invesco Markets price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Invesco Markets II lagged returns against current returns
Autocorrelation, which is Invesco Markets pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Markets' pink sheet expected returns. We can calculate the autocorrelation of Invesco Markets returns to help us make a trade decision. For example, suppose you find that Invesco Markets has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Invesco Markets regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Markets pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Markets pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Markets pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Invesco Markets Lagged Returns
When evaluating Invesco Markets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Markets pink sheet have on its future price. Invesco Markets autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Markets autocorrelation shows the relationship between Invesco Markets pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Invesco Markets II.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Invesco Pink Sheet
Invesco Markets financial ratios help investors to determine whether Invesco Pink Sheet 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 Markets security.