Invesco Exchange Traded Etf Performance
| DIVG Etf | 30.89 0.64 2.12% |
The etf retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Exchange 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 Exchange Traded are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Invesco Exchange is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Invesco |
Invesco Exchange Relative Risk vs. Return Landscape
If you would invest 3,070 in Invesco Exchange Traded on December 17, 2024 and sell it today you would earn a total of 19.20 from holding Invesco Exchange Traded or generate 0.63% return on investment over 90 days. Invesco Exchange Traded is currently generating 0.0131% in daily expected returns and assumes 0.7634% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% 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 Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Exchange's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Exchange Traded, and traders can use it to determine the average amount a Invesco Exchange'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 = 0.0171
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DIVG |
Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Invesco Exchange is performing at about 1% 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 Exchange by adding it to a well-diversified portfolio.
About Invesco Exchange Performance
By analyzing Invesco Exchange's fundamental ratios, stakeholders can gain valuable insights into Invesco Exchange's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Exchange 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 Exchange has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.