Invesco Managed Futures Etf Technical Analysis
| IMF Etf | 48.47 0.21 0.44% |
As of the 30th of January, Invesco Managed retains the Risk Adjusted Performance of 0.1357, market risk adjusted performance of 0.2408, and Downside Deviation of 0.7288. Our technical analysis interface lets you check existing technical drivers of Invesco Managed Futures, as well as the relationship between them. Please check out Invesco Managed Futures information ratio, value at risk, as well as the relationship between the Value At Risk and expected short fall to decide if Invesco Managed is priced fairly, providing market reflects its last-minute price of 48.47 per share.
Invesco Managed 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 Managed's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.Invesco Managed Futures's market price often diverges from its book value, the accounting figure shown on Invesco's balance sheet. Smart investors calculate Invesco Managed's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Invesco Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Invesco Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Managed'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.
Invesco Managed '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 Managed'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 Managed.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Invesco Managed on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Managed Futures or generate 0.0% return on investment in Invesco Managed over 90 days. Invesco Managed is related to or competes with DGA Core, Federated Hermes, ProShares Merger, Even Herd, Efficient Market, First Trust, and WisdomTree Managed. Invesco Managed is entity of United States More
Invesco Managed 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 Managed'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 Managed Futures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7288 | |||
| Information Ratio | 0.1039 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.04 |
Invesco Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Managed's standard deviation. In reality, there are many statistical measures that can use Invesco Managed historical prices to predict the future Invesco Managed's volatility.| Risk Adjusted Performance | 0.1357 | |||
| Jensen Alpha | 0.0999 | |||
| Total Risk Alpha | 0.076 | |||
| Sortino Ratio | 0.1058 | |||
| Treynor Ratio | 0.2308 |
Invesco Managed January 30, 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 | 0.1357 | |||
| Market Risk Adjusted Performance | 0.2408 | |||
| Mean Deviation | 0.5749 | |||
| Semi Deviation | 0.5477 | |||
| Downside Deviation | 0.7288 | |||
| Coefficient Of Variation | 535.99 | |||
| Standard Deviation | 0.7419 | |||
| Variance | 0.5504 | |||
| Information Ratio | 0.1039 | |||
| Jensen Alpha | 0.0999 | |||
| Total Risk Alpha | 0.076 | |||
| Sortino Ratio | 0.1058 | |||
| Treynor Ratio | 0.2308 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.5312 | |||
| Semi Variance | 0.3 | |||
| Expected Short fall | (0.63) | |||
| Skewness | 0.2478 | |||
| Kurtosis | 1.96 |
Invesco Managed Futures Backtested Returns
At this point, Invesco Managed is very steady. Invesco Managed Futures holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Invesco Managed Futures, which you can use to evaluate the volatility of the entity. Please check out Invesco Managed's Market Risk Adjusted Performance of 0.2408, downside deviation of 0.7288, and Risk Adjusted Performance of 0.1357 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The etf retains a Market Volatility (i.e., Beta) of 0.56, 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.
Auto-correlation | 0.41 |
Average predictability
Invesco Managed Futures has average predictability. Overlapping area represents the amount of predictability between Invesco Managed time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Managed Futures price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Invesco Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Invesco Managed 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 Managed Futures Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Invesco Managed Futures volatility developed by Welles Wilder.
About Invesco Managed 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 Managed Futures 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 Managed Futures based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Invesco Managed Futures price pattern first instead of the macroeconomic environment surrounding Invesco Managed Futures. By analyzing Invesco Managed'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 Managed'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 Managed specific price patterns or momentum indicators. Please read more on our technical analysis page.
Invesco Managed January 30, 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 | 0.1357 | |||
| Market Risk Adjusted Performance | 0.2408 | |||
| Mean Deviation | 0.5749 | |||
| Semi Deviation | 0.5477 | |||
| Downside Deviation | 0.7288 | |||
| Coefficient Of Variation | 535.99 | |||
| Standard Deviation | 0.7419 | |||
| Variance | 0.5504 | |||
| Information Ratio | 0.1039 | |||
| Jensen Alpha | 0.0999 | |||
| Total Risk Alpha | 0.076 | |||
| Sortino Ratio | 0.1058 | |||
| Treynor Ratio | 0.2308 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.5312 | |||
| Semi Variance | 0.3 | |||
| Expected Short fall | (0.63) | |||
| Skewness | 0.2478 | |||
| Kurtosis | 1.96 |
Invesco Managed January 30, 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 | 0.51 | ||
| Daily Balance Of Power | 0.91 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 48.36 | ||
| Day Typical Price | 48.39 | ||
| Price Action Indicator | 0.22 | ||
| Market Facilitation Index | 0 |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Invesco Managed Futures. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Invesco Managed Futures's market price often diverges from its book value, the accounting figure shown on Invesco's balance sheet. Smart investors calculate Invesco Managed's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Invesco Managed's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Invesco Managed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Managed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Managed'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.