Invesco Optimum Yield Etf Market Value
| PDBC Etf | USD 15.56 0.14 0.91% |
| 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.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Invesco Optimum on December 5, 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 Global X, GraniteShares, WisdomTree International, ProShares, IShares Emerging, Innovator, and Direxion Daily. 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 | 1.5 | |||
| Information Ratio | 0.1913 | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.88 |
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 | 0.1749 | |||
| Jensen Alpha | 0.2733 | |||
| Total Risk Alpha | 0.2116 | |||
| Sortino Ratio | 0.1552 | |||
| Treynor Ratio | (1.41) |
Invesco Optimum 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 | 0.1749 | |||
| Market Risk Adjusted Performance | (1.40) | |||
| Mean Deviation | 0.8953 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.5 | |||
| Coefficient Of Variation | 439.49 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.48 | |||
| Information Ratio | 0.1913 | |||
| Jensen Alpha | 0.2733 | |||
| Total Risk Alpha | 0.2116 | |||
| Sortino Ratio | 0.1552 | |||
| Treynor Ratio | (1.41) | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.88 | |||
| Downside Variance | 2.25 | |||
| Semi Variance | 1.02 | |||
| Expected Short fall | (0.91) | |||
| Skewness | (0.79) | |||
| Kurtosis | 1.97 |
Invesco Optimum Yield Backtested Returns
Invesco Optimum appears to be very steady, given 3 months investment horizon. Invesco Optimum Yield holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % 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 utilize Invesco Optimum's Market Risk Adjusted Performance of (1.40), downside deviation of 1.5, and Risk Adjusted Performance of 0.1749 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Optimum are expected to decrease at a much lower rate. During the bear market, Invesco Optimum is likely to outperform the market.
Auto-correlation | 0.47 |
Average predictability
Invesco Optimum Yield has average predictability. Overlapping area represents the amount of predictability between Invesco Optimum 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 Optimum Yield price movement. The serial correlation of 0.47 indicates that about 47.0% of current Invesco Optimum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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.