Invesco Managed Futures Etf Performance
| IMF Etf | 48.47 0.21 0.44% |
The etf retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Managed is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Managed Futures are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile primary indicators, Invesco Managed may actually be approaching a critical reversion point that can send shares even higher in March 2026. ...more
Invesco Managed Relative Risk vs. Return Landscape
If you would invest 4,377 in Invesco Managed Futures on November 1, 2025 and sell it today you would earn a total of 470.00 from holding Invesco Managed Futures or generate 10.74% return on investment over 90 days. Invesco Managed Futures is generating 0.1727% of daily returns assuming volatility of 0.7289% on return distribution over 90 days investment horizon. In other words, 6% of etfs are less volatile than Invesco, and above 97% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Invesco Managed Target Price Odds to finish over Current Price
The tendency of Invesco Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 48.47 | 90 days | 48.47 | roughly 2.73 |
Based on a normal probability distribution, the odds of Invesco Managed to move above the current price in 90 days from now is roughly 2.73 (This Invesco Managed Futures probability density function shows the probability of Invesco Etf to fall within a particular range of prices over 90 days) .
Considering the 90-day investment horizon Invesco Managed has a beta of 0.55. This usually indicates as returns on the market go up, Invesco Managed average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Invesco Managed Futures will be expected to be much smaller as well. Additionally Invesco Managed Futures has an alpha of 0.1167, implying that it can generate a 0.12 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Invesco Managed Price Density |
| Price |
Predictive Modules for Invesco Managed
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Invesco Managed Futures. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Invesco Managed Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Invesco Managed is not an exception. The market had few large corrections towards the Invesco Managed's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Invesco Managed Futures, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Invesco Managed within the framework of very fundamental risk indicators.About Invesco Managed Performance
By analyzing Invesco Managed's fundamental ratios, stakeholders can gain valuable insights into Invesco Managed's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Managed has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Managed has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.