Invesco Multi Strategy Alternative Etf Market Value

LALT Etf  USD 20.97  0.02  0.1%   
Invesco Multi's market value is the price at which a share of Invesco Multi trades on a public exchange. It measures the collective expectations of Invesco Multi Strategy Alternative investors about its performance. Invesco Multi is selling for under 20.97 as of the 16th of March 2025; that is 0.1 percent decrease since the beginning of the trading day. The etf's last reported lowest price was 20.93.
With this module, you can estimate the performance of a buy and hold strategy of Invesco Multi Strategy Alternative and determine expected loss or profit from investing in Invesco Multi over a given investment horizon. Check out Invesco Multi Correlation, Invesco Multi Volatility and Invesco Multi Alpha and Beta module to complement your research on Invesco Multi.
Symbol

The market value of Invesco Multi Strategy 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 Multi's value that differs from its market value or its book value, called intrinsic value, which is Invesco Multi'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 Multi's market value can be influenced by many factors that don't directly affect Invesco Multi'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 Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Multi'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 Multi '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 Multi'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 Multi.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Invesco Multi on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Multi Strategy Alternative or generate 0.0% return on investment in Invesco Multi over 90 days. Invesco Multi is related to or competes with Invesco International, WisdomTree Emerging, WisdomTree Interest, Embrace Change, and WisdomTree Interest. The investment seeks a positive total return that has a low correlation to the broader securities markets More

Invesco Multi 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 Multi'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 Multi Strategy Alternative upside and downside potential and time the market with a certain degree of confidence.

Invesco Multi Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Multi's standard deviation. In reality, there are many statistical measures that can use Invesco Multi historical prices to predict the future Invesco Multi's volatility.
Hype
Prediction
LowEstimatedHigh
19.7920.9722.15
Details
Intrinsic
Valuation
LowRealHigh
19.7620.9422.12
Details
Naive
Forecast
LowNextHigh
19.7020.8822.07
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
20.8621.0221.18
Details

Invesco Multi Strategy Backtested Returns

Invesco Multi Strategy holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Invesco Multi Strategy exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Multi's Market Risk Adjusted Performance of (0.11), standard deviation of 1.14, and Risk Adjusted Performance of (0.0005) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Multi is expected to be smaller as well.

Auto-correlation

    
  -0.32  

Poor reverse predictability

Invesco Multi Strategy Alternative has poor reverse predictability. Overlapping area represents the amount of predictability between Invesco Multi time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Multi Strategy price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Invesco Multi price fluctuation can be explain by its past prices.
Correlation Coefficient-0.32
Spearman Rank Test-0.51
Residual Average0.0
Price Variance0.08

Invesco Multi Strategy lagged returns against current returns

Autocorrelation, which is Invesco Multi 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 Multi's etf expected returns. We can calculate the autocorrelation of Invesco Multi returns to help us make a trade decision. For example, suppose you find that Invesco Multi 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 Multi 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 Multi etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Multi etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Multi etf over time.
   Current vs Lagged Prices   
       Timeline  

Invesco Multi Lagged Returns

When evaluating Invesco Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Multi etf have on its future price. Invesco Multi 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 Multi autocorrelation shows the relationship between Invesco Multi etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco Multi Strategy Alternative.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether Invesco Multi Strategy is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Invesco Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Invesco Multi Strategy Alternative Etf. Highlighted below are key reports to facilitate an investment decision about Invesco Multi Strategy Alternative Etf:
Check out Invesco Multi Correlation, Invesco Multi Volatility and Invesco Multi Alpha and Beta module to complement your research on Invesco Multi.
You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Invesco Multi 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.
A focus of Invesco Multi technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Multi trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...