Invesco Rafi Strategic Etf Performance
| IUS Etf | USD 52.10 0.33 0.64% |
The etf retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco RAFI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco RAFI is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Invesco RAFI Strategic are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively abnormal basic indicators, Invesco RAFI may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | U.S. ETF Industry Assets Climb to Record 9.7T in August - etf.com | 09/16/2024 |
2 | US ETF Assets Reach 10 Trillion - Markets Media | 10/16/2024 |
| In Threey Sharp Ratio | 0.45 |
Invesco |
Invesco RAFI Relative Risk vs. Return Landscape
If you would invest 4,889 in Invesco RAFI Strategic on August 28, 2024 and sell it today you would earn a total of 321.00 from holding Invesco RAFI Strategic or generate 6.57% return on investment over 90 days. Invesco RAFI Strategic is generating 0.1031% of daily returns assuming volatility of 0.6627% on return distribution over 90 days investment horizon. In other words, 5% of etfs are less volatile than Invesco, and above 98% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Invesco RAFI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco RAFI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco RAFI Strategic, and traders can use it to determine the average amount a Invesco RAFI'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 = 0.1556
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| Cash | IUS | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Invesco RAFI is performing at about 12% 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 RAFI by adding it to a well-diversified portfolio.
Invesco RAFI Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco RAFI, and Invesco RAFI 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.
| Total Asset | 157.52 M | |||
About Invesco RAFI Performance
Assessing Invesco RAFI's fundamental ratios provides investors with valuable insights into Invesco RAFI's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Invesco RAFI is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund generally will invest at least 80 percent of its total assets in securities that comprise the underlying index. Invesco Strategic is traded on NASDAQ Exchange in the United States.| The fund retains 100.06% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Invesco RAFI Strategic. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
The market value of Invesco RAFI Strategic 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 RAFI's value that differs from its market value or its book value, called intrinsic value, which is Invesco RAFI'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 RAFI's market value can be influenced by many factors that don't directly affect Invesco RAFI'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 RAFI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco RAFI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco RAFI'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.