Invesco Sptsx Canadian Etf Technical Analysis
| ICAE Etf | 28.83 0.02 0.07% |
As of the 5th of March, Invesco SPTSX retains the Downside Deviation of 1.33, risk adjusted performance of 0.0269, and Market Risk Adjusted Performance of 0.1067. Invesco SPTSX technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Invesco SPTSX Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Invesco, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to InvescoInvesco |
Invesco SPTSX 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco SPTSX's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco SPTSX.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Invesco SPTSX on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco SPTSX Canadian or generate 0.0% return on investment in Invesco SPTSX over 90 days. Invesco SPTSX is related to or competes with IShares Core, Vanguard FTSE, IShares SPTSX, NBI Unconstrained, TD International, IShares Canadian, and Vanguard FTSE. Invesco SPTSX is entity of Canada. It is traded as Etf on TO exchange. More
Invesco SPTSX Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco SPTSX's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco SPTSX Canadian upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.91 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 0.976 |
Invesco SPTSX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SPTSX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco SPTSX's standard deviation. In reality, there are many statistical measures that can use Invesco SPTSX historical prices to predict the future Invesco SPTSX's volatility.| Risk Adjusted Performance | 0.0269 | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0967 |
Invesco SPTSX March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0269 | |||
| Market Risk Adjusted Performance | 0.1067 | |||
| Mean Deviation | 0.4777 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.33 | |||
| Coefficient Of Variation | 3014.9 | |||
| Standard Deviation | 0.9319 | |||
| Variance | 0.8685 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0967 | |||
| Maximum Drawdown | 6.91 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 0.976 | |||
| Downside Variance | 1.76 | |||
| Semi Variance | 1.54 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (4.58) | |||
| Kurtosis | 30.31 |
Invesco SPTSX Canadian Backtested Returns
As of now, Invesco Etf is very steady. Invesco SPTSX Canadian holds Efficiency (Sharpe) Ratio of 0.0295, which attests that the entity had a 0.0295 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco SPTSX Canadian, which you can use to evaluate the volatility of the entity. Please check out Invesco SPTSX's Risk Adjusted Performance of 0.0269, downside deviation of 1.33, and Market Risk Adjusted Performance of 0.1067 to validate if the risk estimate we provide is consistent with the expected return of 0.0287%. The etf retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco SPTSX's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco SPTSX is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Invesco SPTSX Canadian has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Invesco SPTSX time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco SPTSX Canadian price movement. The serial correlation of -0.74 indicates that around 74.0% of current Invesco SPTSX price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Invesco SPTSX technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Invesco SPTSX Canadian Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Invesco SPTSX Canadian across different markets.
About Invesco SPTSX Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Invesco SPTSX Canadian on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Invesco SPTSX Canadian based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Invesco SPTSX Canadian price pattern first instead of the macroeconomic environment surrounding Invesco SPTSX Canadian. By analyzing Invesco SPTSX's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Invesco SPTSX's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Invesco SPTSX specific price patterns or momentum indicators. Please read more on our technical analysis page.
Invesco SPTSX March 5, 2026 Technical Indicators
Most technical analysis of Invesco help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Invesco from various momentum indicators to cycle indicators. When you analyze Invesco charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0269 | |||
| Market Risk Adjusted Performance | 0.1067 | |||
| Mean Deviation | 0.4777 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.33 | |||
| Coefficient Of Variation | 3014.9 | |||
| Standard Deviation | 0.9319 | |||
| Variance | 0.8685 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0967 | |||
| Maximum Drawdown | 6.91 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 0.976 | |||
| Downside Variance | 1.76 | |||
| Semi Variance | 1.54 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (4.58) | |||
| Kurtosis | 30.31 |
Invesco SPTSX March 5, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Invesco stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.40 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 28.85 | ||
| Day Typical Price | 28.85 | ||
| Price Action Indicator | (0.02) | ||
| Market Facilitation Index | 0.05 |
Other Information on Investing in Invesco Etf
Invesco SPTSX financial ratios help investors to determine whether Invesco Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco SPTSX security.