Invesco Ftse Rafi Etf Market Value
| PDN Etf | USD 47.02 0.23 0.49% |
| Symbol | Invesco |
Understanding Invesco FTSE RAFI requires distinguishing between market price and book value, where the latter reflects Invesco's accounting equity. The concept of intrinsic value - what Invesco FTSE's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push Invesco FTSE's price substantially above or below its fundamental value.
It's important to distinguish between Invesco FTSE's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco FTSE should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. In contrast, Invesco FTSE's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Invesco FTSE '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 FTSE'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 FTSE.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Invesco FTSE on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco FTSE RAFI or generate 0.0% return on investment in Invesco FTSE over 90 days. Invesco FTSE is related to or competes with Dimensional ETF, Principal Mega, WisdomTree MidCap, IShares MSCI, JPMorgan Municipal, SPDR EURO, and Franklin International. The fund generally will invest at least 90 percent of its total assets in the securities that comprise the underlying in... More
Invesco FTSE 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 FTSE'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 FTSE RAFI upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8182 | |||
| Information Ratio | 0.1821 | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.44 |
Invesco FTSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco FTSE's standard deviation. In reality, there are many statistical measures that can use Invesco FTSE historical prices to predict the future Invesco FTSE's volatility.| Risk Adjusted Performance | 0.2499 | |||
| Jensen Alpha | 0.1725 | |||
| Total Risk Alpha | 0.1432 | |||
| Sortino Ratio | 0.1724 | |||
| Treynor Ratio | 0.3534 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco FTSE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco FTSE February 12, 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 | 0.2499 | |||
| Market Risk Adjusted Performance | 0.3634 | |||
| Mean Deviation | 0.5942 | |||
| Semi Deviation | 0.4311 | |||
| Downside Deviation | 0.8182 | |||
| Coefficient Of Variation | 316.93 | |||
| Standard Deviation | 0.7747 | |||
| Variance | 0.6002 | |||
| Information Ratio | 0.1821 | |||
| Jensen Alpha | 0.1725 | |||
| Total Risk Alpha | 0.1432 | |||
| Sortino Ratio | 0.1724 | |||
| Treynor Ratio | 0.3534 | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.44 | |||
| Downside Variance | 0.6694 | |||
| Semi Variance | 0.1858 | |||
| Expected Short fall | (0.69) | |||
| Skewness | (0.28) | |||
| Kurtosis | 0.335 |
Invesco FTSE RAFI Backtested Returns
Invesco FTSE appears to be very steady, given 3 months investment horizon. Invesco FTSE RAFI holds Efficiency (Sharpe) Ratio of 0.31, which attests that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco FTSE RAFI, which you can use to evaluate the volatility of the entity. Please utilize Invesco FTSE's Market Risk Adjusted Performance of 0.3634, downside deviation of 0.8182, and Risk Adjusted Performance of 0.2499 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco FTSE is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Invesco FTSE RAFI has very good predictability. Overlapping area represents the amount of predictability between Invesco FTSE time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 FTSE RAFI price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Invesco FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
Pair Trading with Invesco FTSE
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invesco FTSE position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invesco FTSE will appreciate offsetting losses from the drop in the long position's value.Moving together with Invesco Etf
| 1.0 | FNDC | Schwab Fundamental | PairCorr |
| 1.0 | AVDV | Avantis International | PairCorr |
| 1.0 | DLS | WisdomTree International | PairCorr |
| 1.0 | DISV | Dimensional ETF Trust Low Volatility | PairCorr |
The ability to find closely correlated positions to Invesco FTSE could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invesco FTSE when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invesco FTSE - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invesco FTSE RAFI to buy it.
The correlation of Invesco FTSE is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco FTSE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco FTSE RAFI moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invesco FTSE can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Invesco FTSE Correlation, Invesco FTSE Volatility and Invesco FTSE Performance module to complement your research on Invesco FTSE. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Invesco FTSE 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.