Vy Invesco Equity Fund Market Value
| IUASX Fund | USD 41.58 0.02 0.05% |
| Symbol | Vy(r) |
Vy(r) Invesco '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 Vy(r) Invesco'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 Vy(r) Invesco.
| 01/13/2023 |
| 01/02/2025 |
If you would invest 0.00 in Vy(r) Invesco on January 13, 2023 and sell it all today you would earn a total of 0.00 from holding Vy Invesco Equity or generate 0.0% return on investment in Vy(r) Invesco over 720 days. Vy(r) Invesco is related to or competes with Us Vector, Artisan Select, Crossmark Steward, Gmo Global, Ultra-short Fixed, and Ms Global. Under normal market conditions, the Portfolio invests at least 80 percent of its net assets in equity and income securit... More
Vy(r) Invesco 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 Vy(r) Invesco'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 Vy Invesco Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.8631 |
Vy(r) Invesco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Invesco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Invesco's standard deviation. In reality, there are many statistical measures that can use Vy(r) Invesco historical prices to predict the future Vy(r) Invesco's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vy(r) Invesco'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.
Vy Invesco Equity Backtested Returns
Vy Invesco Equity retains Efficiency (Sharpe Ratio) of -0.0622, which indicates the fund had a -0.0622% return per unit of price deviation over the last 3 months. Vy(r) Invesco exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) Invesco's Mean Deviation of 0.4352, standard deviation of 0.7085, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vy(r) Invesco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy(r) Invesco is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Vy Invesco Equity has virtually no predictability. Overlapping area represents the amount of predictability between Vy(r) Invesco time series from 13th of January 2023 to 8th of January 2024 and 8th of January 2024 to 2nd of January 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 Vy Invesco Equity price movement. The serial correlation of 0.02 indicates that only 2.0% of current Vy(r) Invesco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
Vy Invesco Equity lagged returns against current returns
Autocorrelation, which is Vy(r) Invesco 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 Vy(r) Invesco's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Invesco returns to help us make a trade decision. For example, suppose you find that Vy(r) Invesco 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 |
Vy(r) Invesco 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 Vy(r) Invesco mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) Invesco mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy(r) Invesco mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Invesco Lagged Returns
When evaluating Vy(r) Invesco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Invesco mutual fund have on its future price. Vy(r) Invesco 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, Vy(r) Invesco autocorrelation shows the relationship between Vy(r) Invesco mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Invesco Equity.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vy(r) Mutual Fund
Vy(r) Invesco financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) Invesco security.
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