Invesco Sptsx Composite Etf Performance
| TLV Etf | CAD 33.61 0.03 0.09% |
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.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Invesco SPTSX Composite has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Invesco SPTSX is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
Invesco |
Invesco SPTSX Relative Risk vs. Return Landscape
If you would invest 3,369 in Invesco SPTSX Composite on December 3, 2024 and sell it today you would lose (8.00) from holding Invesco SPTSX Composite or give up 0.24% of portfolio value over 90 days. Invesco SPTSX Composite is producing return of less than zero assuming 0.4802% volatility of returns over the 90 days investment horizon. Simply put, 4% of all etfs have less volatile historical return distribution than Invesco SPTSX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Invesco SPTSX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SPTSX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco SPTSX Composite, and traders can use it to determine the average amount a Invesco SPTSX'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 = -0.0058
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TLV |
Estimated Market Risk
| 0.48 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco SPTSX 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 SPTSX by adding Invesco SPTSX to a well-diversified portfolio.
Invesco SPTSX Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco SPTSX, and Invesco SPTSX 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 | 14.97 X | |||
| Price To Book | 1.19 X | |||
| Price To Sales | 1.45 X | |||
| Total Asset | 380.67 M | |||
About Invesco SPTSX Performance
By examining Invesco SPTSX's fundamental ratios, stakeholders can obtain critical insights into Invesco SPTSX's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Invesco SPTSX is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of the SPTSX Composite Low Volatility Index, or any successor thereto. INVESCO SP is traded on Toronto Stock Exchange in Canada.| Invesco SPTSX generated a negative expected return over the last 90 days | |
| The fund maintains 99.84% of its assets in stocks |
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.