Invesco Sp 500 Etf Market Value
| SPGP Etf | USD 115.27 0.01 0.01% |
| 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. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Invesco SP's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Invesco SP's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco SP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Invesco SP on November 5, 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 FTSE, Invesco China, Invesco SP, IShares Edge, IShares Core, IShares Edge, and Invesco SP. The fund generally will invest at least 90 percent of its total assets in the securities that comprise the underlying in... 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 | 0.8684 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.56 |
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 | 0.0105 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0057 |
Invesco SP February 3, 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 | 0.0105 | |||
| Market Risk Adjusted Performance | 0.0157 | |||
| Mean Deviation | 0.7284 | |||
| Semi Deviation | 0.8496 | |||
| Downside Deviation | 0.8684 | |||
| Coefficient Of Variation | 8519.97 | |||
| Standard Deviation | 0.904 | |||
| Variance | 0.8173 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0057 | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 0.7542 | |||
| Semi Variance | 0.7217 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 0.0394 | |||
| Kurtosis | (0.28) |
Invesco SP 500 Backtested Returns
Currently, Invesco SP 500 is very steady. Invesco SP 500 holds Efficiency (Sharpe) Ratio of 0.0765, which attests that the entity had a 0.0765 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco SP 500, which you can use to evaluate the volatility of the entity. Please check out Invesco SP's Risk Adjusted Performance of 0.0105, market risk adjusted performance of 0.0157, and Downside Deviation of 0.8684 to validate if the risk estimate we provide is consistent with the expected return of 0.0691%. The etf retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco SP is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Invesco SP 500 has poor reverse predictability. Overlapping area represents the amount of predictability between Invesco SP time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 -0.4 indicates that just about 40.0% of current Invesco SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Pair Trading with Invesco SP
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invesco SP position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invesco SP will appreciate offsetting losses from the drop in the long position's value.Moving together with Invesco Etf
| 0.82 | VTV | Vanguard Value Index | PairCorr |
| 0.8 | VYM | Vanguard High Dividend | PairCorr |
| 0.83 | IWD | iShares Russell 1000 | PairCorr |
| 0.88 | DGRO | iShares Core Dividend | PairCorr |
| 0.88 | IVE | iShares SP 500 | PairCorr |
Moving against Invesco Etf
The ability to find closely correlated positions to Invesco SP could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invesco SP when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invesco SP - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invesco SP 500 to buy it.
The correlation of Invesco SP is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco SP moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco SP 500 moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invesco SP can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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.