Invesco Ftse Rafi Etf Market Value
| PRF Etf | USD 49.55 0.26 0.53% |
| 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. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. 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.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Invesco FTSE on November 19, 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 Invesco PureBeta, IShares Global, Xtrackers MSCI, Invesco SP, IShares MSCI, First Trust, and Vanguard Consumer. The fund generally will invest at least 90 percent of its total assets in securities that comprise the underlying index 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 | 0.691 | |||
| Information Ratio | 0.0759 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.36 |
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 | 0.139 | |||
| Jensen Alpha | 0.0658 | |||
| Total Risk Alpha | 0.0611 | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | 0.1415 |
Invesco FTSE February 17, 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 | 0.139 | |||
| Market Risk Adjusted Performance | 0.1515 | |||
| Mean Deviation | 0.5524 | |||
| Semi Deviation | 0.5022 | |||
| Downside Deviation | 0.691 | |||
| Coefficient Of Variation | 575.11 | |||
| Standard Deviation | 0.7139 | |||
| Variance | 0.5097 | |||
| Information Ratio | 0.0759 | |||
| Jensen Alpha | 0.0658 | |||
| Total Risk Alpha | 0.0611 | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | 0.1415 | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.4774 | |||
| Semi Variance | 0.2522 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.05) | |||
| Kurtosis | 0.0912 |
Invesco FTSE RAFI Backtested Returns
At this point, Invesco FTSE is very steady. Invesco FTSE RAFI holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco FTSE RAFI, which you can use to evaluate the volatility of the entity. Please check out Invesco FTSE's Downside Deviation of 0.691, risk adjusted performance of 0.139, and Market Risk Adjusted Performance of 0.1515 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The etf retains a Market Volatility (i.e., Beta) of 0.81, 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 | 0.69 |
Good predictability
Invesco FTSE RAFI has good predictability. Overlapping area represents the amount of predictability between Invesco FTSE time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 0.69 indicates that around 69.0% of current Invesco FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
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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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
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.