Invesco Sp Smallcap Etf Market Value
| XSHD Etf | USD 13.62 0.11 0.80% |
| Symbol | Invesco |
The market value of Invesco SP SmallCap 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 SP's value that differs from its market value or its book value, called intrinsic value, which is Invesco SP'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 SP's market value can be influenced by many factors that don't directly affect Invesco SP'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 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. However, Invesco SP'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 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.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Invesco SP on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco SP SmallCap or generate 0.0% return on investment in Invesco SP over 90 days. Invesco SP is related to or competes with Invesco SP, First Trust, AAM SP, Franklin FTSE, IShares MSCI, Advisor Managed, and KraneShares MSCI. 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 SmallCap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8462 | |||
| Information Ratio | 0.0027 | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.69 |
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 | 0.0647 | |||
| Jensen Alpha | 0.0193 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.003 | |||
| Treynor Ratio | 0.0939 |
Invesco SP January 25, 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 | 0.0647 | |||
| Market Risk Adjusted Performance | 0.1039 | |||
| Mean Deviation | 0.7142 | |||
| Semi Deviation | 0.7004 | |||
| Downside Deviation | 0.8462 | |||
| Coefficient Of Variation | 1172.11 | |||
| Standard Deviation | 0.9479 | |||
| Variance | 0.8986 | |||
| Information Ratio | 0.0027 | |||
| Jensen Alpha | 0.0193 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.003 | |||
| Treynor Ratio | 0.0939 | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.716 | |||
| Semi Variance | 0.4905 | |||
| Expected Short fall | (0.89) | |||
| Skewness | 0.251 | |||
| Kurtosis | 0.2057 |
Invesco SP SmallCap Backtested Returns
At this point, Invesco SP is very steady. Invesco SP SmallCap holds Efficiency (Sharpe) Ratio of 0.0793, which attests that the entity had a 0.0793 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco SP SmallCap, which you can use to evaluate the volatility of the entity. Please check out Invesco SP's Risk Adjusted Performance of 0.0647, market risk adjusted performance of 0.1039, and Downside Deviation of 0.8462 to validate if the risk estimate we provide is consistent with the expected return of 0.0774%. The etf retains a Market Volatility (i.e., Beta) of 0.75, 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 | 0.35 |
Below average predictability
Invesco SP SmallCap has below average predictability. Overlapping area represents the amount of predictability between Invesco SP time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 SmallCap price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Invesco SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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.When determining whether Invesco SP SmallCap is a strong investment it is important to analyze Invesco SP's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Invesco SP's future performance. For an informed investment choice regarding Invesco Etf, refer to the following important reports:Check out Invesco SP Correlation, Invesco SP Volatility and Invesco SP Alpha and Beta module to complement your research on Invesco SP. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
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.