Invesco Sp 500 Etf Market Value
| RGI Etf | USD 62.84 0.67 1.08% |
| Symbol | Invesco |
Investors evaluate Invesco SP 500 using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Invesco SP's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Invesco SP's market price to deviate significantly from intrinsic value.
It's important to distinguish between Invesco SP's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco SP should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Invesco SP's market price signifies the transaction level at which participants voluntarily complete trades.
Invesco SP '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 SP'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 SP.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Invesco SP on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco SP 500 or generate 0.0% return on investment in Invesco SP over 90 days. Invesco SP is related to or competes with Invesco SP, IShares Morningstar, and Invesco Bloomberg. The fund generally will invest at least 90 percent of its total assets in securities that comprise the underlying index More
Invesco SP 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 SP'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9191 | |||
| Information Ratio | 0.1218 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.04 |
Invesco SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco SP's standard deviation. In reality, there are many statistical measures that can use Invesco SP historical prices to predict the future Invesco SP's volatility.| Risk Adjusted Performance | 0.1574 | |||
| Jensen Alpha | 0.1168 | |||
| Total Risk Alpha | 0.1067 | |||
| Sortino Ratio | 0.1305 | |||
| Treynor Ratio | 0.1709 |
Invesco SP February 15, 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 | 0.1574 | |||
| Market Risk Adjusted Performance | 0.1809 | |||
| Mean Deviation | 0.7593 | |||
| Semi Deviation | 0.6874 | |||
| Downside Deviation | 0.9191 | |||
| Coefficient Of Variation | 518.64 | |||
| Standard Deviation | 0.9847 | |||
| Variance | 0.9696 | |||
| Information Ratio | 0.1218 | |||
| Jensen Alpha | 0.1168 | |||
| Total Risk Alpha | 0.1067 | |||
| Sortino Ratio | 0.1305 | |||
| Treynor Ratio | 0.1709 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.04 | |||
| Downside Variance | 0.8447 | |||
| Semi Variance | 0.4725 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.0976 | |||
| Kurtosis | (0.12) |
Invesco SP 500 Backtested Returns
Invesco SP appears to be very steady, given 3 months investment horizon. Invesco SP 500 holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco SP 500, which you can use to evaluate the volatility of the entity. Please utilize Invesco SP's Downside Deviation of 0.9191, market risk adjusted performance of 0.1809, and Risk Adjusted Performance of 0.1574 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.05, which attests to a somewhat significant risk relative to the market. Invesco SP returns are very sensitive to returns on the market. As the market goes up or down, Invesco SP is expected to follow.
Auto-correlation | 0.80 |
Very good predictability
Invesco SP 500 has very good predictability. Overlapping area represents the amount of predictability between Invesco SP time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 SP 500 price movement. The serial correlation of 0.8 indicates that around 80.0% of current Invesco SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 2.43 |
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Check out Invesco SP Correlation, Invesco SP Volatility and Invesco SP Performance module to complement your research on Invesco SP. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Invesco SP 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.