Invesco Markets (Switzerland) Performance
| NESG Etf | 61.29 0.13 0.21% |
The etf retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Markets is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Markets II are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Invesco Markets may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Invesco Markets Relative Risk vs. Return Landscape
If you would invest 5,742 in Invesco Markets II on September 28, 2024 and sell it today you would earn a total of 387.00 from holding Invesco Markets II or generate 6.74% return on investment over 90 days. Invesco Markets II is generating 0.1096% of daily returns and assumes 0.942% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Invesco, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Invesco Markets Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Markets' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Markets II, and traders can use it to determine the average amount a Invesco Markets' 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 = 0.1164
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Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Invesco Markets is performing at about 9% 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 Markets by adding it to a well-diversified portfolio.