Invesco Sp 500 Etf Performance
The etf retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco SP is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Invesco SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest unsteady performance, the Etf's fundamental indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the Exchange Traded Fund stockholders. ...more
| In Threey Sharp Ratio | -0.08 |
Invesco |
Invesco SP Relative Risk vs. Return Landscape
If you would invest 3,873 in Invesco SP 500 on December 17, 2024 and sell it today you would lose (243.00) from holding Invesco SP 500 or give up 6.27% of portfolio value over 90 days. Invesco SP 500 is currently does not generate positive expected returns and assumes 0.6164% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% 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 SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco SP 500, and traders can use it to determine the average amount a Invesco SP'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 = -0.1721
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| Negative Returns | PHDG |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco SP is not performing at its full potential. However, 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 SP by adding Invesco SP to a well-diversified portfolio.
Invesco SP Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco SP, and Invesco SP 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.
| Price To Earning | 19.38 X | |||
| Price To Book | 2.70 X | |||
| Price To Sales | 1.90 X | |||
| Total Asset | 271.35 M | |||
| Invesco SP 500 is not yet fully synchronised with the market data | |
| Invesco SP 500 generated a negative expected return over the last 90 days | |
| Invesco SP 500 has some characteristics of a very speculative penny stock |
Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Other Tools for Invesco Etf
When running Invesco SP's price analysis, check to measure Invesco SP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco SP is operating at the current time. Most of Invesco SP's value examination focuses on studying past and present price action to predict the probability of Invesco SP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invesco SP's price. Additionally, you may evaluate how the addition of Invesco SP to your portfolios can decrease your overall portfolio volatility.
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