Invesco Real Assets Etf Market Value
| IVRA Etf | USD 15.94 0.36 2.31% |
| Symbol | Invesco |
The market value of Invesco Real Assets is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco Real's value that differs from its market value or its book value, called intrinsic value, which is Invesco Real's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco Real's market value can be influenced by many factors that don't directly affect Invesco Real's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Real's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Invesco Real '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 Real's etf 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 Real.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Invesco Real on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Real Assets or generate 0.0% return on investment in Invesco Real over 90 days. Invesco Real is related to or competes with Fidelity Real, Invesco Investment, Swan Hedged, Invesco Active, and Invesco RAFI. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of the ... More
Invesco Real 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 Real's etf 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 Real Assets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0844 | |||
| Maximum Drawdown | 4.13 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.25 |
Invesco Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Real's standard deviation. In reality, there are many statistical measures that can use Invesco Real historical prices to predict the future Invesco Real's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.041 | |||
| Total Risk Alpha | 0.0999 | |||
| Treynor Ratio | (0.04) |
Invesco Real Assets Backtested Returns
At this point, Invesco Real is very steady. Invesco Real Assets holds Efficiency (Sharpe) Ratio of 0.0288, which attests that the entity had a 0.0288 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Invesco Real Assets, which you can use to evaluate the volatility of the entity. Please check out Invesco Real's Standard Deviation of 0.9967, market risk adjusted performance of (0.03), and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0294%. The etf retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Real is expected to be smaller as well.
Auto-correlation | 0.17 |
Very weak predictability
Invesco Real Assets has very weak predictability. Overlapping area represents the amount of predictability between Invesco Real time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Real Assets price movement. The serial correlation of 0.17 indicates that over 17.0% of current Invesco Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Invesco Real Assets lagged returns against current returns
Autocorrelation, which is Invesco Real etf'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 Real's etf expected returns. We can calculate the autocorrelation of Invesco Real returns to help us make a trade decision. For example, suppose you find that Invesco Real has exhibited high autocorrelation historically, and you observe that the etf 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 Real 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 Real etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Real etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Real etf over time.
Current vs Lagged Prices |
| Timeline |
Invesco Real Lagged Returns
When evaluating Invesco Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Real etf have on its future price. Invesco Real 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 Real autocorrelation shows the relationship between Invesco Real etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco Real Assets.
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.When determining whether Invesco Real Assets offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invesco Real's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Invesco Real Assets Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Invesco Real Assets Etf:Check out Invesco Real Correlation, Invesco Real Volatility and Invesco Real Alpha and Beta module to complement your research on Invesco Real. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Invesco Real technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.