Invesco Ftse Rafi Etf Market Value
| PRFZ Etf | USD 47.74 0.60 1.24% |
| Symbol | Invesco |
Investors evaluate Invesco FTSE RAFI using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Invesco FTSE's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Invesco FTSE's market price to deviate significantly from intrinsic 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. Conversely, Invesco FTSE's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Invesco FTSE on November 4, 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 SP, IShares MSCI, Fidelity Enhanced, Invesco China, Fidelity Covington, IShares Core, and IShares Edge. 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 | 1.05 | |||
| Information Ratio | 0.0027 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.8 |
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 | 0.0354 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0028 | |||
| Treynor Ratio | 0.032 |
Invesco FTSE February 2, 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 | 0.0354 | |||
| Market Risk Adjusted Performance | 0.042 | |||
| Mean Deviation | 0.8536 | |||
| Semi Deviation | 0.978 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 2256.51 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | 0.0027 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0028 | |||
| Treynor Ratio | 0.032 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.9564 | |||
| Expected Short fall | (0.90) | |||
| Skewness | 0.1452 | |||
| Kurtosis | (0.12) |
Invesco FTSE RAFI Backtested Returns
At this stage we consider Invesco Etf to be 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 thirty technical indicators for Invesco FTSE RAFI, which you can use to evaluate the volatility of the entity. Please check out Invesco FTSE's Market Risk Adjusted Performance of 0.042, downside deviation of 1.05, and Risk Adjusted Performance of 0.0354 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The etf retains a Market Volatility (i.e., Beta) of 1.18, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco FTSE will likely underperform.
Auto-correlation | 0.52 |
Modest predictability
Invesco FTSE RAFI has modest predictability. Overlapping area represents the amount of predictability between Invesco FTSE time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd 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 0.52 indicates that about 52.0% of current Invesco FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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 Performance module to complement your research on Invesco FTSE. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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.