Invesco Small Cap Fund Market Value
| SMEAX Fund | USD 15.58 0.10 0.65% |
| Symbol | Invesco |
Invesco Small '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 Small'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 Small.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Invesco Small on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Small Cap or generate 0.0% return on investment in Invesco Small over 90 days. Invesco Small is related to or competes with Franklin High, T Rowe, Intermediate-term, Ab Impact, The Hartford, Nebraska Municipal, and Transamerica Intermediate. The fund invests at least 80 percent of its net assets in equity securities of small-capitalization issuers More
Invesco Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1317 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.35 |
Invesco Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Small's standard deviation. In reality, there are many statistical measures that can use Invesco Small historical prices to predict the future Invesco Small's volatility.| Risk Adjusted Performance | 0.1389 | |||
| Jensen Alpha | 0.2975 | |||
| Total Risk Alpha | 0.1561 | |||
| Sortino Ratio | 0.193 | |||
| Treynor Ratio | 2.08 |
Invesco Small February 24, 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 | 0.1389 | |||
| Market Risk Adjusted Performance | 2.09 | |||
| Mean Deviation | 1.14 | |||
| Semi Deviation | 0.9179 | |||
| Downside Deviation | 1.26 | |||
| Coefficient Of Variation | 583.53 | |||
| Standard Deviation | 1.85 | |||
| Variance | 3.42 | |||
| Information Ratio | 0.1317 | |||
| Jensen Alpha | 0.2975 | |||
| Total Risk Alpha | 0.1561 | |||
| Sortino Ratio | 0.193 | |||
| Treynor Ratio | 2.08 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.35 | |||
| Downside Variance | 1.59 | |||
| Semi Variance | 0.8425 | |||
| Expected Short fall | (1.36) | |||
| Skewness | 2.99 | |||
| Kurtosis | 16.78 |
Invesco Small Cap Backtested Returns
Invesco Small appears to be not too volatile, given 3 months investment horizon. Invesco Small Cap holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco Small Cap, which you can use to evaluate the volatility of the entity. Please utilize Invesco Small's Downside Deviation of 1.26, risk adjusted performance of 0.1389, and Market Risk Adjusted Performance of 2.09 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Small is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
Invesco Small Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Invesco Small time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Small Cap price movement. The serial correlation of -0.01 indicates that just 1.0% of current Invesco Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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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 Small 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 Small security.
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