Invesco Sp 500 Etf Performance
| PHDG Etf | USD 38.36 0.25 0.66% |
The etf retains a Market Volatility (i.e., Beta) of 0.2, 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
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco SP 500 are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental indicators, Invesco SP is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| In Threey Sharp Ratio | -0.10 |
Invesco |
Invesco SP Relative Risk vs. Return Landscape
If you would invest 3,776 in Invesco SP 500 on November 9, 2024 and sell it today you would earn a total of 60.00 from holding Invesco SP 500 or generate 1.59% return on investment over 90 days. Invesco SP 500 is currently generating 0.029% in daily expected returns and assumes 0.6717% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Invesco, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
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 500, 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 = 0.0431
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| Negative Returns | PHDG |
Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Invesco SP is performing at about 3% 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 SP by adding it to a well-diversified portfolio.
Invesco SP Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco SP, and Invesco SP 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 | 19.38 X | |||
| Price To Book | 2.70 X | |||
| Price To Sales | 1.90 X | |||
| Total Asset | 271.35 M | |||
About Invesco SP Performance
By analyzing Invesco SP's fundamental ratios, stakeholders can gain valuable insights into Invesco SP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco SP 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 SP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund seeks to achieve its investment objective by allocating its assets generally among the components of the SP 500 Dynamic VEQTOR Index. SP 500 is traded on NYSEARCA Exchange in the United States.