Invesco Select Risk Fund Market Value
| PXMSX Fund | USD 12.39 0.03 0.24% |
| Symbol | Invesco |
Invesco Select '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 Select's mutual fund 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 Select.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Invesco Select on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Select Risk or generate 0.0% return on investment in Invesco Select over 90 days. Invesco Select is related to or competes with Intermediate-term, Metropolitan West, Vanguard Ultra-short-term, T Rowe, Morningstar Defensive, and T Rowe. The fund is a fund of funds, and invests its assets in other underlying mutual funds advised by Invesco Advisers, Inc More
Invesco Select 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 Select's mutual fund 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 Select Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6167 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.25 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.9291 |
Invesco Select Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Select's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Select's standard deviation. In reality, there are many statistical measures that can use Invesco Select historical prices to predict the future Invesco Select's volatility.| Risk Adjusted Performance | 0.0818 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | 6.0E-4 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0841 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Select'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 Select January 27, 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 | 0.0818 | |||
| Market Risk Adjusted Performance | 0.0941 | |||
| Mean Deviation | 0.4152 | |||
| Semi Deviation | 0.4867 | |||
| Downside Deviation | 0.6167 | |||
| Coefficient Of Variation | 858.75 | |||
| Standard Deviation | 0.5374 | |||
| Variance | 0.2888 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | 6.0E-4 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0841 | |||
| Maximum Drawdown | 2.25 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.9291 | |||
| Downside Variance | 0.3803 | |||
| Semi Variance | 0.2369 | |||
| Expected Short fall | (0.44) | |||
| Skewness | (0.36) | |||
| Kurtosis | (0.04) |
Invesco Select Risk Backtested Returns
At this stage we consider Invesco Mutual Fund to be out of control. Invesco Select Risk holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco Select Risk, which you can use to evaluate the volatility of the entity. Please check out Invesco Select's Downside Deviation of 0.6167, risk adjusted performance of 0.0818, and Market Risk Adjusted Performance of 0.0941 to validate if the risk estimate we provide is consistent with the expected return of 0.059%. The fund retains a Market Volatility (i.e., Beta) of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Select's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Select is expected to be smaller as well.
Auto-correlation | 0.04 |
Virtually no predictability
Invesco Select Risk has virtually no predictability. Overlapping area represents the amount of predictability between Invesco Select time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Select Risk price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Invesco Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Invesco Mutual Fund
Invesco Select financial ratios help investors to determine whether Invesco Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Select security.
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