Invesco International Diversified Fund Market Value
| INDFX Fund | USD 13.78 0.48 3.37% |
| Symbol | Invesco |
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 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 International.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Invesco International on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco International Diversified or generate 0.0% return on investment in Invesco International over 90 days. Invesco International is related to or competes with Invesco Municipal, Invesco Municipal, Invesco Municipal, Oppenheimer Rising, Invesco High, Oppenheimer Strategic, and Oppenheimer International. The fund is a special type of mutual fund known as a fund of funds because it primarily invests in other mutual funds 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 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 International Diversified upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1278 | |||
| Maximum Drawdown | 56.14 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.49 |
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 | 0.1099 | |||
| Jensen Alpha | 0.8845 | |||
| Total Risk Alpha | 0.5909 | |||
| Sortino Ratio | 0.8555 | |||
| Treynor Ratio | 2.32 |
Invesco International March 5, 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 | 0.1099 | |||
| Market Risk Adjusted Performance | 2.33 | |||
| Mean Deviation | 1.73 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 744.23 | |||
| Standard Deviation | 6.76 | |||
| Variance | 45.64 | |||
| Information Ratio | 0.1278 | |||
| Jensen Alpha | 0.8845 | |||
| Total Risk Alpha | 0.5909 | |||
| Sortino Ratio | 0.8555 | |||
| Treynor Ratio | 2.32 | |||
| Maximum Drawdown | 56.14 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 1.02 | |||
| Semi Variance | (0.40) | |||
| Expected Short fall | (2.03) | |||
| Skewness | 7.94 | |||
| Kurtosis | 63.97 |
Invesco International Backtested Returns
Invesco International appears to be slightly risky, given 3 months investment horizon. Invesco International 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. By evaluating Invesco International's technical indicators, you can evaluate if the expected return of 0.97% is justified by implied risk. Please utilize Invesco International's Market Risk Adjusted Performance of 2.33, risk adjusted performance of 0.1099, and Coefficient Of Variation of 744.23 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco International is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
Invesco International Diversified has average predictability. Overlapping area represents the amount of predictability between Invesco International time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 0.48 indicates that about 48.0% of current Invesco International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 International 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 International security.
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