Invesco Van Kampen Etf Market Value
| VBF Etf | USD 15.46 0.02 0.13% |
| Symbol | Invesco |
The market value of Invesco Van Kampen is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco Van's value that differs from its market value or its book value, called intrinsic value, which is Invesco Van's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco Van's market value can be influenced by many factors that don't directly affect Invesco Van's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco Van's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Van is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Van's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Invesco Van '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 Van'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 Van.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Invesco Van on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Van Kampen or generate 0.0% return on investment in Invesco Van over 30 days. Invesco Van is related to or competes with Western Asset, Voya Global, Platinum Asia, Special Opportunities, Gabelli Dividend, Oxford Lane, and Prospect Capital. Invesco Bond Fund is a close ended fixed income mutual fund launched by Invesco Ltd More
Invesco Van 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 Van'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 Van Kampen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.5 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 0.8766 |
Invesco Van Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Van's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Van's standard deviation. In reality, there are many statistical measures that can use Invesco Van historical prices to predict the future Invesco Van's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (1.67) |
Invesco Van Kampen Backtested Returns
Invesco Van Kampen holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Invesco Van Kampen exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Van's Standard Deviation of 0.6601, risk adjusted performance of (0.11), and Market Risk Adjusted Performance of (1.66) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.0588, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Van's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Van is expected to be smaller as well.
Auto-correlation | 0.40 |
Average predictability
Invesco Van Kampen has average predictability. Overlapping area represents the amount of predictability between Invesco Van time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. 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 Van Kampen price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Invesco Van price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Invesco Van Kampen lagged returns against current returns
Autocorrelation, which is Invesco Van 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 Van's etf expected returns. We can calculate the autocorrelation of Invesco Van returns to help us make a trade decision. For example, suppose you find that Invesco Van 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 Van 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 Van etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Van etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Van etf over time.
Current vs Lagged Prices |
| Timeline |
Invesco Van Lagged Returns
When evaluating Invesco Van's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Van etf have on its future price. Invesco Van 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 Van autocorrelation shows the relationship between Invesco Van etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco Van Kampen.
Regressed Prices |
| Timeline |
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Other Information on Investing in Invesco Etf
Invesco Van financial ratios help investors to determine whether Invesco Etf 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 Van security.