Invesco Fundamental Investment Etf Market Value
| PFIG Etf | USD 24.45 0.04 0.16% |
| Symbol | Invesco |
Invesco Fundamental's market price often diverges from its book value, the accounting figure shown on Invesco's balance sheet. Smart investors calculate Invesco Fundamental's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Invesco Fundamental'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 Fundamental's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco Fundamental should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, Invesco Fundamental'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 Fundamental '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 Fundamental'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 Fundamental.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Invesco Fundamental on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Fundamental Investment or generate 0.0% return on investment in Invesco Fundamental over 90 days. Invesco Fundamental is related to or competes with Columbia ETF, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, Sitka Gold, and MSCI ACWI. The fund generally will invest at least 80 percent of its total assets in the components that comprise the index More
Invesco Fundamental 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 Fundamental'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 Fundamental Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.173 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 0.9138 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2908 |
Invesco Fundamental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Fundamental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Fundamental's standard deviation. In reality, there are many statistical measures that can use Invesco Fundamental historical prices to predict the future Invesco Fundamental's volatility.| Risk Adjusted Performance | 0.0987 | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | 0.0059 | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.7464 |
Invesco Fundamental February 16, 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 | 0.0987 | |||
| Market Risk Adjusted Performance | 0.7564 | |||
| Mean Deviation | 0.1253 | |||
| Downside Deviation | 0.173 | |||
| Coefficient Of Variation | 587.95 | |||
| Standard Deviation | 0.1663 | |||
| Variance | 0.0277 | |||
| Information Ratio | (0.25) | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | 0.0059 | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.7464 | |||
| Maximum Drawdown | 0.9138 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.2908 | |||
| Downside Variance | 0.0299 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.16) | |||
| Skewness | 0.0674 | |||
| Kurtosis | 0.7224 |
Invesco Fundamental Backtested Returns
At this point, Invesco Fundamental is very steady. Invesco Fundamental 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-eight technical indicators for Invesco Fundamental, which you can use to evaluate the volatility of the entity. Please check out Invesco Fundamental's Risk Adjusted Performance of 0.0987, market risk adjusted performance of 0.7564, and Coefficient Of Variation of 587.95 to validate if the risk estimate we provide is consistent with the expected return of 0.0321%. The etf retains a Market Volatility (i.e., Beta) of 0.0245, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Fundamental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Fundamental is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
Invesco Fundamental Investment has modest predictability. Overlapping area represents the amount of predictability between Invesco Fundamental time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Fundamental price movement. The serial correlation of 0.55 indicates that about 55.0% of current Invesco Fundamental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Check out Invesco Fundamental Correlation, Invesco Fundamental Volatility and Invesco Fundamental Performance module to complement your research on Invesco Fundamental. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Invesco Fundamental 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.