Invesco E Plus Fund Market Value
| CPBFX Fund | USD 9.20 0.01 0.11% |
| Symbol | Invesco |
Invesco Core '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 Core'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 Core.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Invesco Core on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco E Plus or generate 0.0% return on investment in Invesco Core over 90 days. Invesco Core is related to or competes with Global Technology, Vanguard Information, Towpath Technology, Janus Global, Allianzgi Technology, Goldman Sachs, and Dreyfus Technology. The fund invests, under normal circumstances, at least 80 percent of its net assets in fixed income securities and in de... More
Invesco Core 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 Core'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 E Plus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3084 | |||
| Information Ratio | 0.4173 | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4391 |
Invesco Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Core's standard deviation. In reality, there are many statistical measures that can use Invesco Core historical prices to predict the future Invesco Core's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 5.0E-4 | |||
| Total Risk Alpha | 0.0354 | |||
| Sortino Ratio | 0.3852 | |||
| Treynor Ratio | (0.12) |
Invesco E Plus Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco E Plus holds Efficiency (Sharpe) Ratio of 0.0653, which attests that the entity had a 0.0653 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco E Plus, which you can use to evaluate the volatility of the entity. Please check out Invesco Core's Downside Deviation of 0.3084, market risk adjusted performance of (0.11), and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0189%. The fund retains a Market Volatility (i.e., Beta) of 0.0664, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Core is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
Invesco E Plus has very weak reverse predictability. Overlapping area represents the amount of predictability between Invesco Core time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 2025. 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 E Plus price movement. The serial correlation of -0.02 indicates that only 2.0% of current Invesco Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invesco E Plus lagged returns against current returns
Autocorrelation, which is Invesco Core mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Core's mutual fund expected returns. We can calculate the autocorrelation of Invesco Core returns to help us make a trade decision. For example, suppose you find that Invesco Core has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Invesco Core regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Core Lagged Returns
When evaluating Invesco Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Core mutual fund have on its future price. Invesco Core autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Core autocorrelation shows the relationship between Invesco Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco E Plus.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Mutual Fund
Invesco Core 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 Core security.
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