Invesco Actively Managed Etf Performance
| EFAA Etf | 49.58 0.14 0.28% |
The etf retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Actively's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Actively is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Actively Managed are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, Invesco Actively may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
1 | Van ECK Associates Corp Purchases 20,386 Shares of Mueller Industries, Inc. - Defense World | 02/18/2025 |
2 | Steward Partners Investment Advisory LLC Makes New Investment in Invesco MSCI EAFE Income Advantage ETF - Defense World | 03/12/2025 |
Invesco |
Invesco Actively Relative Risk vs. Return Landscape
If you would invest 4,605 in Invesco Actively Managed on December 25, 2024 and sell it today you would earn a total of 352.50 from holding Invesco Actively Managed or generate 7.65% return on investment over 90 days. Invesco Actively Managed is currently generating 0.125% in daily expected returns and assumes 0.6336% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Invesco, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Invesco Actively Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Actively's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Actively Managed, and traders can use it to determine the average amount a Invesco Actively's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1972
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Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average Invesco Actively is performing at about 15% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Actively by adding it to a well-diversified portfolio.
About Invesco Actively Performance
By analyzing Invesco Actively's fundamental ratios, stakeholders can gain valuable insights into Invesco Actively's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Actively has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Actively has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Invesco Actively is entity of United States. It is traded as Etf on NYSE ARCA exchange.| Latest headline from news.google.com: Steward Partners Investment Advisory LLC Makes New Investment in Invesco MSCI EAFE Income Advantage ETF - Defense World |
Other Information on Investing in Invesco Etf
Invesco Actively financial ratios help investors to determine whether Invesco Etf 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 Actively security.