INVESCO MARKETS (UK) Performance
| CMCG Etf | 415.45 2.05 0.50% |
The etf retains a Market Volatility (i.e., Beta) of -23.46, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning INVESCO MARKETS are expected to decrease by larger amounts. On the other hand, during market turmoil, INVESCO MARKETS is expected to outperform it.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in INVESCO MARKETS PLC are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, INVESCO MARKETS unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
INVESCO |
INVESCO MARKETS Relative Risk vs. Return Landscape
If you would invest 386.00 in INVESCO MARKETS PLC on August 27, 2024 and sell it today you would earn a total of 41,159 from holding INVESCO MARKETS PLC or generate 10662.95% return on investment over 90 days. INVESCO MARKETS PLC is generating 15.499% of daily returns and assumes 124.0231% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than INVESCO on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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INVESCO MARKETS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for INVESCO MARKETS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as INVESCO MARKETS PLC, and traders can use it to determine the average amount a INVESCO MARKETS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.125
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Estimated Market Risk
| 124.02 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average INVESCO MARKETS is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of INVESCO MARKETS by adding it to a well-diversified portfolio.