Invesco Oppenheimer International Fund Market Value
| INGFX Fund | USD 26.67 0.19 0.72% |
| Symbol | Invesco |
Invesco Oppenheimer '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 Oppenheimer'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 Oppenheimer.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Invesco Oppenheimer on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Oppenheimer International or generate 0.0% return on investment in Invesco Oppenheimer over 30 days. Invesco Oppenheimer is related to or competes with Large-cap Value, Transamerica Large, American Mutual, Jhancock Disciplined, Qs Us, Tiaa-cref Large-cap, and Qs Large. The fund mainly invests in the common stock of growth companies that are domiciled or have their primary operations outs... More
Invesco Oppenheimer 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 Oppenheimer'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 Oppenheimer International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.38 | |||
| Information Ratio | 0.0157 | |||
| Maximum Drawdown | 77.07 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.42 |
Invesco Oppenheimer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Oppenheimer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Oppenheimer's standard deviation. In reality, there are many statistical measures that can use Invesco Oppenheimer historical prices to predict the future Invesco Oppenheimer's volatility.| Risk Adjusted Performance | 0.0269 | |||
| Jensen Alpha | 0.1109 | |||
| Total Risk Alpha | (1.09) | |||
| Sortino Ratio | 0.0167 | |||
| Treynor Ratio | 0.1416 |
Invesco Oppenheimer Backtested Returns
Invesco Oppenheimer appears to be slightly risky, given 3 months investment horizon. Invesco Oppenheimer holds Efficiency (Sharpe) Ratio of 0.0264, which attests that the entity had a 0.0264 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Oppenheimer, which you can use to evaluate the volatility of the entity. Please utilize Invesco Oppenheimer's Market Risk Adjusted Performance of 0.1516, downside deviation of 11.38, and Risk Adjusted Performance of 0.0269 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 1.93, 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 Oppenheimer will likely underperform.
Auto-correlation | 0.55 |
Modest predictability
Invesco Oppenheimer International has modest predictability. Overlapping area represents the amount of predictability between Invesco Oppenheimer time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Oppenheimer price movement. The serial correlation of 0.55 indicates that about 55.0% of current Invesco Oppenheimer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Invesco Oppenheimer lagged returns against current returns
Autocorrelation, which is Invesco Oppenheimer mutual fund'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 Oppenheimer's mutual fund expected returns. We can calculate the autocorrelation of Invesco Oppenheimer returns to help us make a trade decision. For example, suppose you find that Invesco Oppenheimer has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Oppenheimer 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 Oppenheimer mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Oppenheimer mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Oppenheimer mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Oppenheimer Lagged Returns
When evaluating Invesco Oppenheimer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Oppenheimer mutual fund have on its future price. Invesco Oppenheimer 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 Oppenheimer autocorrelation shows the relationship between Invesco Oppenheimer mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Oppenheimer International.
Regressed Prices |
| Timeline |
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 Oppenheimer 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 Oppenheimer security.
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