Invesco Low Volatility Fund Market Value
| SCIUX Fund | USD 11.50 0.01 0.09% |
| Symbol | Invesco |
Invesco Low '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 Low'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 Low.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Invesco Low on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Low Volatility or generate 0.0% return on investment in Invesco Low over 30 days. Invesco Low is related to or competes with T Rowe, Alternative Asset, Legg Mason, Touchstone Large, Tax-managed, Pace Large, and Morningstar Unconstrained. The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of U.S More
Invesco Low 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 Low'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 Low Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5263 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.79) | |||
| Potential Upside | 0.9928 |
Invesco Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Low's standard deviation. In reality, there are many statistical measures that can use Invesco Low historical prices to predict the future Invesco Low's volatility.| Risk Adjusted Performance | 0.1278 | |||
| Jensen Alpha | 0.0121 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1361 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Low'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 Low Volatility Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Low Volatility holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Low Volatility, which you can use to evaluate the volatility of the entity. Please check out Invesco Low's Market Risk Adjusted Performance of 0.1461, risk adjusted performance of 0.1278, and Downside Deviation of 0.5263 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The fund retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Low is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Invesco Low Volatility has very good predictability. Overlapping area represents the amount of predictability between Invesco Low time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 Low Volatility price movement. The serial correlation of 0.83 indicates that around 83.0% of current Invesco Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invesco Low Volatility lagged returns against current returns
Autocorrelation, which is Invesco Low mutual fund'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 Low's mutual fund expected returns. We can calculate the autocorrelation of Invesco Low returns to help us make a trade decision. For example, suppose you find that Invesco Low has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Low 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 Low mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Low mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Low mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Low Lagged Returns
When evaluating Invesco Low's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Low mutual fund have on its future price. Invesco Low 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 Low autocorrelation shows the relationship between Invesco Low mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Low Volatility.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Invesco Mutual Fund
Invesco Low 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 Low security.
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