Invesco Ftse Rafi Etf Market Value
| PRF Etf | USD 48.48 0.31 0.64% |
| Symbol | Invesco |
The market value of Invesco FTSE RAFI 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 FTSE's value that differs from its market value or its book value, called intrinsic value, which is Invesco FTSE'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 FTSE's market value can be influenced by many factors that don't directly affect Invesco FTSE'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 FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco FTSE'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 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.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Invesco FTSE on October 26, 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 | 0.6396 | |||
| Information Ratio | 0.011 | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.27 |
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 | 0.0904 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.0114 | |||
| Sortino Ratio | 0.0119 | |||
| Treynor Ratio | 0.0979 |
Invesco FTSE January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0904 | |||
| Market Risk Adjusted Performance | 0.1079 | |||
| Mean Deviation | 0.5589 | |||
| Semi Deviation | 0.5191 | |||
| Downside Deviation | 0.6396 | |||
| Coefficient Of Variation | 804.27 | |||
| Standard Deviation | 0.6915 | |||
| Variance | 0.4782 | |||
| Information Ratio | 0.011 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.0114 | |||
| Sortino Ratio | 0.0119 | |||
| Treynor Ratio | 0.0979 | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.27 | |||
| Downside Variance | 0.4091 | |||
| Semi Variance | 0.2695 | |||
| Expected Short fall | (0.63) | |||
| Skewness | 0.0467 | |||
| Kurtosis | (0.24) |
Invesco FTSE RAFI Backtested Returns
At this point, Invesco FTSE is very steady. Invesco FTSE RAFI holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % 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 Risk Adjusted Performance of 0.0904, downside deviation of 0.6396, and Market Risk Adjusted Performance of 0.1079 to validate if the risk estimate we provide is consistent with the expected return of 0.086%. The etf retains a Market Volatility (i.e., Beta) of 0.78, 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 | 0.53 |
Modest predictability
Invesco FTSE RAFI has modest predictability. Overlapping area represents the amount of predictability between Invesco FTSE time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 FTSE RAFI price movement. The serial correlation of 0.53 indicates that about 53.0% of current Invesco FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Currently Active Assets on Macroaxis
When determining whether Invesco FTSE RAFI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invesco FTSE'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 Ftse Rafi Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Invesco Ftse Rafi Etf:Check out Invesco FTSE Correlation, Invesco FTSE Volatility and Invesco FTSE Alpha and Beta module to complement your research on Invesco FTSE. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
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.