Invesco Sp 500 Fund Market Value
| SPIAX Fund | USD 59.42 1.24 2.13% |
| Symbol | Invesco |
Invesco Sp '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 Sp'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 Sp.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Invesco Sp on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Sp 500 or generate 0.0% return on investment in Invesco Sp over 90 days. Invesco Sp is related to or competes with Boston Partners, Nuveen Nwq, Mutual Of, T Rowe, Ab Discovery, Catholic Responsible, and T Rowe. The fund invests, under normal circumstances, at least 80 percent of its net assets in common stocks of companies includ... More
Invesco Sp 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 Sp'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 Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.52 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.26 |
Invesco Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Sp's standard deviation. In reality, there are many statistical measures that can use Invesco Sp historical prices to predict the future Invesco Sp's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0037 | |||
| Treynor Ratio | (0.15) |
Invesco Sp 500 Backtested Returns
Invesco Sp 500 holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Invesco Sp 500 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Sp's Risk Adjusted Performance of (0.1), market risk adjusted performance of (0.14), and Standard Deviation of 1.01 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Sp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Sp is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
Invesco Sp 500 has good reverse predictability. Overlapping area represents the amount of predictability between Invesco Sp 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 Sp 500 price movement. The serial correlation of -0.54 indicates that about 54.0% of current Invesco Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 3.47 |
Invesco Sp 500 lagged returns against current returns
Autocorrelation, which is Invesco Sp 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 Sp's mutual fund expected returns. We can calculate the autocorrelation of Invesco Sp returns to help us make a trade decision. For example, suppose you find that Invesco Sp 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 Sp 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 Sp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Sp 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 Sp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Sp Lagged Returns
When evaluating Invesco Sp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Sp mutual fund have on its future price. Invesco Sp 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 Sp autocorrelation shows the relationship between Invesco Sp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Sp 500.
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 Sp 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 Sp security.
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