Invesco Markets (Germany) Market Value

SC0Q Etf   107.22  0.58  0.54%   
Invesco Markets' market value is the price at which a share of Invesco Markets trades on a public exchange. It measures the collective expectations of Invesco Markets plc investors about its performance. Invesco Markets is trading at 107.22 as of the 29th of November 2024, a 0.54 percent increase since the beginning of the trading day. The etf's lowest day price was 106.82.
With this module, you can estimate the performance of a buy and hold strategy of Invesco Markets plc and determine expected loss or profit from investing in Invesco Markets over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
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Invesco Markets '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 Markets' 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 Markets.
0.00
05/09/2023
No Change 0.00  0.0 
In 1 year 6 months and 24 days
11/29/2024
0.00
If you would invest  0.00  in Invesco Markets on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Invesco Markets plc or generate 0.0% return on investment in Invesco Markets over 570 days.

Invesco Markets 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 Markets' 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 Markets plc upside and downside potential and time the market with a certain degree of confidence.

Invesco Markets Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Markets' standard deviation. In reality, there are many statistical measures that can use Invesco Markets historical prices to predict the future Invesco Markets' volatility.

Invesco Markets plc Backtested Returns

At this point, Invesco Markets is very steady. Invesco Markets plc holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco Markets plc, which you can use to evaluate the volatility of the entity. Please check out Invesco Markets' Downside Deviation of 0.7857, market risk adjusted performance of (0.90), and Risk Adjusted Performance of 0.0902 to validate if the risk estimate we provide is consistent with the expected return of 0.0732%. The etf retains a Market Volatility (i.e., Beta) of -0.0824, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Markets are expected to decrease at a much lower rate. During the bear market, Invesco Markets is likely to outperform the market.

Auto-correlation

    
  0.05  

Virtually no predictability

Invesco Markets plc has virtually no predictability. Overlapping area represents the amount of predictability between Invesco Markets time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th of November 2024. 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 Markets plc price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Invesco Markets price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test0.11
Residual Average0.0
Price Variance48.83

Invesco Markets plc lagged returns against current returns

Autocorrelation, which is Invesco Markets etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Markets' etf expected returns. We can calculate the autocorrelation of Invesco Markets returns to help us make a trade decision. For example, suppose you find that Invesco Markets has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Invesco Markets regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Markets etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Markets etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Markets etf over time.
   Current vs Lagged Prices   
       Timeline  

Invesco Markets Lagged Returns

When evaluating Invesco Markets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Markets etf have on its future price. Invesco Markets autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Markets autocorrelation shows the relationship between Invesco Markets etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco Markets plc.
   Regressed Prices   
       Timeline  

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