Invesco Sp 500 Etf Market Value
| SPVM Etf | USD 69.25 0.12 0.17% |
| Symbol | Invesco |
Understanding Invesco SP 500 requires distinguishing between market price and book value, where the latter reflects Invesco's accounting equity. The concept of intrinsic value—what Invesco SP's is actually worth based on fundamentals—guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push Invesco SP's price substantially above or below its fundamental 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. In contrast, Invesco SP's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Invesco SP on October 31, 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, Advisor Managed, Invesco SP, Xtrackers MSCI, KraneShares MSCI, KraneShares MSCI, and Cambria Value. 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 | 0.6053 | |||
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 3.0 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.35 |
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 | 0.1133 | |||
| Jensen Alpha | 0.0502 | |||
| Total Risk Alpha | 0.0364 | |||
| Sortino Ratio | 0.0547 | |||
| Treynor Ratio | 0.1331 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco SP'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 SP January 29, 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 | 0.1133 | |||
| Market Risk Adjusted Performance | 0.1431 | |||
| Mean Deviation | 0.5582 | |||
| Semi Deviation | 0.4826 | |||
| Downside Deviation | 0.6053 | |||
| Coefficient Of Variation | 646.02 | |||
| Standard Deviation | 0.6977 | |||
| Variance | 0.4868 | |||
| Information Ratio | 0.0475 | |||
| Jensen Alpha | 0.0502 | |||
| Total Risk Alpha | 0.0364 | |||
| Sortino Ratio | 0.0547 | |||
| Treynor Ratio | 0.1331 | |||
| Maximum Drawdown | 3.0 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.35 | |||
| Downside Variance | 0.3664 | |||
| Semi Variance | 0.2329 | |||
| Expected Short fall | (0.66) | |||
| Skewness | 0.1874 | |||
| Kurtosis | 0.1307 |
Invesco SP 500 Backtested Returns
As of now, Invesco Etf is very steady. Invesco SP 500 holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % 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 check out Invesco SP's Market Risk Adjusted Performance of 0.1431, downside deviation of 0.6053, and Risk Adjusted Performance of 0.1133 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. 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 | 0.62 |
Good predictability
Invesco SP 500 has good predictability. Overlapping area represents the amount of predictability between Invesco SP time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 0.62 indicates that roughly 62.0% of current Invesco SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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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.