Invesco Db Oil Etf Performance
| DBO Etf | USD 14.57 0.23 1.60% |
The etf retains a Market Volatility (i.e., Beta) of -0.0719, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco DB are expected to decrease at a much lower rate. During the bear market, Invesco DB is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Invesco DB Oil has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy fundamental drivers, Invesco DB is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
1 | After Pulling Down Oil Prices With Weak Demand, China Urges Israel, Iran To Avoid Vicious Circle Of Conflict | 10/15/2024 |
| In Threey Sharp Ratio | -0.05 |
Invesco |
Invesco DB Relative Risk vs. Return Landscape
If you would invest 1,527 in Invesco DB Oil on August 24, 2024 and sell it today you would lose (70.00) from holding Invesco DB Oil or give up 4.58% of portfolio value over 90 days. Invesco DB Oil is generating negative expected returns assuming volatility of 2.0719% on return distribution over 90 days investment horizon. In other words, 18% of etfs are less volatile than Invesco, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Invesco DB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco DB's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco DB Oil, and traders can use it to determine the average amount a Invesco DB'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 = -0.0251
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DBO |
Estimated Market Risk
| 2.07 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco DB is not performing at its full potential. However, 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 DB by adding Invesco DB to a well-diversified portfolio.
Invesco DB Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco DB, and Invesco DB fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Invesco Etf performance.
| Price To Earning | 2.65 X | |||
| Earnings Per Share | 1.02 X | |||
| Total Asset | 335.01 M | |||
About Invesco DB Performance
By examining Invesco DB's fundamental ratios, stakeholders can obtain critical insights into Invesco DB's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Invesco DB is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The single index Commodity consists of Light, Sweet Crude Oil . DB Oil is traded on NYSEARCA Exchange in the United States.| Invesco DB Oil generated a negative expected return over the last 90 days | |
| The fund generated-4.0 ten year return of -4.0% | |
| Invesco DB Oil retains all of the assets under management (AUM) in different types of exotic instruments |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Invesco DB Oil. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
The market value of Invesco DB Oil 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 DB's value that differs from its market value or its book value, called intrinsic value, which is Invesco DB'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 DB's market value can be influenced by many factors that don't directly affect Invesco DB'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 DB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco DB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco DB'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.