Invesco Ftse Rafi Etf Performance
| PRFZ Etf | USD 45.39 0.69 1.54% |
The etf retains a Market Volatility (i.e., Beta) of 1.39, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco FTSE will likely underperform.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Invesco FTSE RAFI are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of fairly fragile technical and fundamental indicators, Invesco FTSE may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | Should Invesco FTSE RAFI US 1500 Small-Mid ETF Be on Your Investing Radar - MSN | 11/20/2024 |
| In Threey Sharp Ratio | 0.10 |
Invesco |
Invesco FTSE Relative Risk vs. Return Landscape
If you would invest 4,067 in Invesco FTSE RAFI on August 28, 2024 and sell it today you would earn a total of 472.00 from holding Invesco FTSE RAFI or generate 11.61% return on investment over 90 days. Invesco FTSE RAFI is currently generating 0.179% in daily expected returns and assumes 1.2203% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than Invesco, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Invesco FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco FTSE RAFI, and traders can use it to determine the average amount a Invesco FTSE'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 = 0.1467
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Invesco FTSE is performing at about 11% 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 FTSE by adding it to a well-diversified portfolio.
Invesco FTSE Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco FTSE, and Invesco FTSE 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.
| Return On Equity | 0.0113 | |||
| Return On Asset | 1.0E-4 | |||
| Profit Margin | 0.0001 % | |||
| Price To Earning | 19.24 X | |||
| Price To Book | 1.60 X | |||
| Price To Sales | 0.91 X | |||
| Revenue | 9.66 M | |||
| Cash And Equivalents | 271.63 K | |||
| Earnings Per Share | 1.13 X | |||
| Total Asset | 1.98 B | |||
About Invesco FTSE Performance
Evaluating Invesco FTSE's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Invesco FTSE 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 FTSE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund generally will invest at least 90 percent of its total assets in securities that comprise the underlying index. FTSE RAFI is traded on NASDAQ Exchange in the United States.| Latest headline from news.google.com: Should Invesco FTSE RAFI US 1500 Small-Mid ETF Be on Your Investing Radar - MSN | |
| The fund maintains 99.86% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Invesco FTSE RAFI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
The market value of Invesco FTSE RAFI 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 FTSE's value that differs from its market value or its book value, called intrinsic value, which is Invesco FTSE'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 FTSE's market value can be influenced by many factors that don't directly affect Invesco FTSE'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 FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco FTSE'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.