Invesco Low Volatility Fund Technical Analysis
| SCAYX Fund | USD 12.31 0.21 1.74% |
As of the 9th of February, Invesco Low retains the Downside Deviation of 0.7417, market risk adjusted performance of 0.0473, and Risk Adjusted Performance of 0.0395. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Invesco Low Volatility, as well as the relationship between them.
Invesco Low 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 Low '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 Low's mutual fund 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 Low.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Invesco Low on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Low Volatility or generate 0.0% return on investment in Invesco Low over 90 days. Invesco Low is related to or competes with T Rowe, Versatile Bond, Rbc Bluebay, Artisan Emerging, and Ambrus Core. The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of U.S More
Invesco Low 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 Low's mutual fund 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 Low Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7417 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.9934 |
Invesco Low Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Low's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Low's standard deviation. In reality, there are many statistical measures that can use Invesco Low historical prices to predict the future Invesco Low's volatility.| Risk Adjusted Performance | 0.0395 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0373 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Low's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco Low February 9, 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 | 0.0395 | |||
| Market Risk Adjusted Performance | 0.0473 | |||
| Mean Deviation | 0.4552 | |||
| Semi Deviation | 0.6489 | |||
| Downside Deviation | 0.7417 | |||
| Coefficient Of Variation | 1903.02 | |||
| Standard Deviation | 0.6288 | |||
| Variance | 0.3954 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0373 | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.9934 | |||
| Downside Variance | 0.5501 | |||
| Semi Variance | 0.4211 | |||
| Expected Short fall | (0.45) | |||
| Skewness | (0.30) | |||
| Kurtosis | 1.08 |
Invesco Low Volatility Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Low Volatility holds Efficiency (Sharpe) Ratio of 0.0554, which attests that the entity had a 0.0554 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Low Volatility, which you can use to evaluate the volatility of the entity. Please check out Invesco Low's Risk Adjusted Performance of 0.0395, downside deviation of 0.7417, and Market Risk Adjusted Performance of 0.0473 to validate if the risk estimate we provide is consistent with the expected return of 0.0342%. The fund retains a Market Volatility (i.e., Beta) of 0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Low is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
Invesco Low Volatility has very weak predictability. Overlapping area represents the amount of predictability between Invesco Low time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 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 Low Volatility price movement. The serial correlation of 0.18 indicates that over 18.0% of current Invesco Low price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invesco Low technical mutual fund 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, fund market cycles, or different charting patterns.
Invesco Low Volatility Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Invesco Low Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Invesco Low 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 Low Volatility 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 Low Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Invesco Low Volatility price pattern first instead of the macroeconomic environment surrounding Invesco Low Volatility. By analyzing Invesco Low'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 Low'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 Low specific price patterns or momentum indicators. Please read more on our technical analysis page.
Invesco Low February 9, 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 | 0.0395 | |||
| Market Risk Adjusted Performance | 0.0473 | |||
| Mean Deviation | 0.4552 | |||
| Semi Deviation | 0.6489 | |||
| Downside Deviation | 0.7417 | |||
| Coefficient Of Variation | 1903.02 | |||
| Standard Deviation | 0.6288 | |||
| Variance | 0.3954 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0373 | |||
| Maximum Drawdown | 3.15 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.9934 | |||
| Downside Variance | 0.5501 | |||
| Semi Variance | 0.4211 | |||
| Expected Short fall | (0.45) | |||
| Skewness | (0.30) | |||
| Kurtosis | 1.08 |
Invesco Low February 9, 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 | Huge | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 12.31 | ||
| Day Typical Price | 12.31 | ||
| Price Action Indicator | 0.11 |
Other Information on Investing in Invesco Mutual Fund
Invesco Low financial ratios help investors to determine whether Invesco Mutual Fund 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 Low security.
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