Invesco Small Cap Fund Market Value

VSMIX Fund  USD 26.92  0.09  0.34%   
Invesco Small's market value is the price at which a share of Invesco Small trades on a public exchange. It measures the collective expectations of Invesco Small Cap investors about its performance. Invesco Small is trading at 26.92 as of the 17th of February 2025; that is 0.34% up since the beginning of the trading day. The fund's open price was 26.83.
With this module, you can estimate the performance of a buy and hold strategy of Invesco Small Cap and determine expected loss or profit from investing in Invesco Small over a given investment horizon. Check out Invesco Small Correlation, Invesco Small Volatility and Invesco Small Alpha and Beta module to complement your research on Invesco Small.
Symbol

Please note, there is a significant difference between Invesco Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Small'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 Small '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 Small'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 Small.
0.00
12/19/2024
No Change 0.00  0.0 
In 2 months and 2 days
02/17/2025
0.00
If you would invest  0.00  in Invesco Small on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Small Cap or generate 0.0% return on investment in Invesco Small over 60 days. Invesco Small is related to or competes with Blackrock Science, Fidelity Advisor, Vanguard Information, Firsthand Technology, and Technology Fund. The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of small capitalizatio... More

Invesco Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.

Invesco Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Small's standard deviation. In reality, there are many statistical measures that can use Invesco Small historical prices to predict the future Invesco Small's volatility.
Hype
Prediction
LowEstimatedHigh
25.5726.9328.29
Details
Intrinsic
Valuation
LowRealHigh
25.7027.0628.42
Details
Naive
Forecast
LowNextHigh
25.5626.9228.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
26.3827.0627.74
Details

Invesco Small Cap Backtested Returns

Invesco Small Cap holds Efficiency (Sharpe) Ratio of -0.0537, which attests that the entity had a -0.0537 % return per unit of risk over the last 3 months. Invesco Small Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Small's Risk Adjusted Performance of (0.05), standard deviation of 1.33, and Market Risk Adjusted Performance of (0.13) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Small is expected to be smaller as well.

Auto-correlation

    
  -0.42  

Modest reverse predictability

Invesco Small Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Invesco Small time series from 19th of December 2024 to 18th of January 2025 and 18th of January 2025 to 17th of February 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 Small Cap price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Invesco Small price fluctuation can be explain by its past prices.
Correlation Coefficient-0.42
Spearman Rank Test-0.43
Residual Average0.0
Price Variance0.12
Invesco ReturnsInvesco Lagged ReturnsDiversified AwayInvesco ReturnsInvesco Lagged ReturnsDiversified Away100%

Invesco Small Cap lagged returns against current returns

Autocorrelation, which is Invesco Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Invesco Small returns to help us make a trade decision. For example, suppose you find that Invesco Small 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   
JavaScript chart by amCharts 3.21.15Jan 21Jan 25Jan 29FebFeb 06Feb 10Feb 14-4%-2%0%2%4%6%8%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Invesco Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Small 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 Small mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Jan 21Jan 25Jan 29FebFeb 06Feb 10Feb 1425.526.026.527.027.5
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Invesco Small Lagged Returns

When evaluating Invesco Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Small mutual fund have on its future price. Invesco Small 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 Small autocorrelation shows the relationship between Invesco Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Small Cap.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Dec 23Dec 30JanJan 13Jan 20Jan 27FebFeb 10Feb 1725.526.026.527.027.5
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Invesco Mutual Fund

Invesco Small 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 Small security.
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