Invesco Sp International Etf Performance
| IIAE Etf | 24.57 0.00 0.00% |
The etf retains a Market Volatility (i.e., Beta) of 0.0606, which attests to not very significant fluctuations relative to the market. 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.
Risk-Adjusted Performance
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Over the last 90 days Invesco SP International has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Invesco SP is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the investors. ...more
Invesco |
Invesco SP Relative Risk vs. Return Landscape
If you would invest 2,475 in Invesco SP International on August 27, 2024 and sell it today you would lose (18.00) from holding Invesco SP International or give up 0.73% of portfolio value over 90 days. Invesco SP International is generating negative expected returns and assumes 0.5269% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Invesco SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco SP International, and traders can use it to determine the average amount a Invesco SP'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 = -0.0194
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| Negative Returns | IIAE |
Estimated Market Risk
| 0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco SP 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 SP by adding Invesco SP to a well-diversified portfolio.
About Invesco SP Performance
By examining Invesco SP's fundamental ratios, stakeholders can obtain critical insights into Invesco SP'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 SP 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.
Invesco SP is entity of Canada. It is traded as Etf on TO exchange.| Invesco SP generated a negative expected return over the last 90 days |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Invesco SP International. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.