Invesco Bloomberg Pricing Etf Market Value
| POWA Etf | 89.85 0.09 0.10% |
| Symbol | Invesco |
The market value of Invesco Bloomberg Pricing is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco Bloomberg's value that differs from its market value or its book value, called intrinsic value, which is Invesco Bloomberg's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco Bloomberg's market value can be influenced by many factors that don't directly affect Invesco Bloomberg's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco Bloomberg's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Bloomberg is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Bloomberg'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 Bloomberg '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 Bloomberg'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 Bloomberg.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Invesco Bloomberg on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Bloomberg Pricing or generate 0.0% return on investment in Invesco Bloomberg over 30 days. Invesco Bloomberg is related to or competes with YieldMax Crypto, First Trust, ARS Focused, AdvisorShares Focused, Overlay Shares, Renaissance IPO, and Goldman Sachs. More
Invesco Bloomberg 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 Bloomberg'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 Bloomberg Pricing upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.03 |
Invesco Bloomberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Bloomberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Bloomberg's standard deviation. In reality, there are many statistical measures that can use Invesco Bloomberg historical prices to predict the future Invesco Bloomberg's volatility.| Risk Adjusted Performance | (0.0006) | |||
| Total Risk Alpha | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Bloomberg'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 Bloomberg Pricing Backtested Returns
Invesco Bloomberg Pricing holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Invesco Bloomberg Pricing exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Bloomberg's Variance of 0.5008, risk adjusted performance of (0.0006), and Mean Deviation of 0.5398 to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Invesco Bloomberg are completely uncorrelated.
Auto-correlation | -0.05 |
Very weak reverse predictability
Invesco Bloomberg Pricing has very weak reverse predictability. Overlapping area represents the amount of predictability between Invesco Bloomberg time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd 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 Bloomberg Pricing price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Invesco Bloomberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Invesco Bloomberg Pricing lagged returns against current returns
Autocorrelation, which is Invesco Bloomberg etf'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 Bloomberg's etf expected returns. We can calculate the autocorrelation of Invesco Bloomberg returns to help us make a trade decision. For example, suppose you find that Invesco Bloomberg has exhibited high autocorrelation historically, and you observe that the etf 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 Bloomberg 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 Bloomberg etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Bloomberg etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Bloomberg etf over time.
Current vs Lagged Prices |
| Timeline |
Invesco Bloomberg Lagged Returns
When evaluating Invesco Bloomberg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Bloomberg etf have on its future price. Invesco Bloomberg 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 Bloomberg autocorrelation shows the relationship between Invesco Bloomberg etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco Bloomberg Pricing.
Regressed Prices |
| Timeline |
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Check out Invesco Bloomberg Correlation, Invesco Bloomberg Volatility and Invesco Bloomberg Alpha and Beta module to complement your research on Invesco Bloomberg. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Invesco Bloomberg 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.