Invesco Optimum Yield Etf Market Value
| PDBC Etf | USD 14.36 0.03 0.21% |
| Symbol | Invesco |
Invesco Optimum Yield's market price often diverges from its book value, the accounting figure shown on Invesco's balance sheet. Smart investors calculate Invesco Optimum's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Invesco Optimum's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between Invesco Optimum's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco Optimum should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Invesco Optimum's 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 Optimum '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 Optimum'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 Optimum.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Invesco Optimum on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Optimum Yield or generate 0.0% return on investment in Invesco Optimum over 90 days. Invesco Optimum is related to or competes with Dimensional ETF, GraniteShares 15x, Fidelity Covington, SPDR SP, John Hancock, IShares MSCI, and Fidelity Covington. The fund is an actively managed exchange-traded fund that seeks to achieve its investment objective by investing in a co... More
Invesco Optimum 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 Optimum'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 Optimum Yield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0816 | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.47 |
Invesco Optimum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Optimum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Optimum's standard deviation. In reality, there are many statistical measures that can use Invesco Optimum historical prices to predict the future Invesco Optimum's volatility.| Risk Adjusted Performance | 0.1069 | |||
| Jensen Alpha | 0.1399 | |||
| Total Risk Alpha | 0.0626 | |||
| Sortino Ratio | 0.0685 | |||
| Treynor Ratio | 2.38 |
Invesco Optimum February 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 | 0.1069 | |||
| Market Risk Adjusted Performance | 2.39 | |||
| Mean Deviation | 0.7975 | |||
| Semi Deviation | 1.02 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 709.67 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.18 | |||
| Information Ratio | 0.0816 | |||
| Jensen Alpha | 0.1399 | |||
| Total Risk Alpha | 0.0626 | |||
| Sortino Ratio | 0.0685 | |||
| Treynor Ratio | 2.38 | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.47 | |||
| Downside Variance | 1.68 | |||
| Semi Variance | 1.05 | |||
| Expected Short fall | (0.80) | |||
| Skewness | (0.98) | |||
| Kurtosis | 2.7 |
Invesco Optimum Yield Backtested Returns
At this point, Invesco Optimum is very steady. Invesco Optimum Yield 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. We have found twenty-nine technical indicators for Invesco Optimum Yield, which you can use to evaluate the volatility of the entity. Please check out Invesco Optimum's Risk Adjusted Performance of 0.1069, market risk adjusted performance of 2.39, and Downside Deviation of 1.29 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The etf retains a Market Volatility (i.e., Beta) of 0.0601, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Optimum's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Optimum is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
Invesco Optimum Yield has very weak reverse predictability. Overlapping area represents the amount of predictability between Invesco Optimum time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th 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 Optimum Yield price movement. The serial correlation of -0.01 indicates that just 1.0% of current Invesco Optimum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
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.When determining whether Invesco Optimum Yield offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invesco Optimum's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Invesco Optimum Yield Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Invesco Optimum Yield Etf:Check out Invesco Optimum Correlation, Invesco Optimum Volatility and Invesco Optimum Performance module to complement your research on Invesco Optimum. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Invesco Optimum 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.