Invesco Ftse Rafi Etf Performance
| PRFZ Etf | USD 38.56 0.28 0.72% |
The etf retains a Market Volatility (i.e., Beta) of 0.95, which attests to possible diversification benefits within a given portfolio. Invesco FTSE returns are very sensitive to returns on the market. As the market goes up or down, Invesco FTSE is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Invesco FTSE RAFI has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Etf's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
| In Threey Sharp Ratio | 0.15 |
Invesco |
Invesco FTSE Relative Risk vs. Return Landscape
If you would invest 4,171 in Invesco FTSE RAFI on December 22, 2024 and sell it today you would lose (315.00) from holding Invesco FTSE RAFI or give up 7.55% of portfolio value over 90 days. Invesco FTSE RAFI is currently does not generate positive expected returns and assumes 1.1096% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% of etfs are less volatile than Invesco, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Invesco FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco FTSE RAFI, and traders can use it to determine the average amount a Invesco FTSE'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 = -0.1105
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PRFZ |
Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco FTSE is not performing at its full potential. However, 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 FTSE by adding Invesco FTSE to a well-diversified portfolio.
Invesco FTSE Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco FTSE, and Invesco FTSE fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Invesco Etf performance.
| Return On Equity | 0.0113 | |||
| Return On Asset | 1.0E-4 | |||
| Profit Margin | 0.0001 % | |||
| Price To Earning | 19.24 X | |||
| Price To Book | 1.60 X | |||
| Price To Sales | 0.91 X | |||
| Revenue | 9.66 M | |||
| Cash And Equivalents | 271.63 K | |||
| Earnings Per Share | 1.13 X | |||
| Total Asset | 1.98 B | |||
About Invesco FTSE Performance
Evaluating Invesco FTSE's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Invesco FTSE 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 FTSE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund generally will invest at least 90 percent of its total assets in securities that comprise the underlying index. FTSE RAFI is traded on NASDAQ Exchange in the United States.| Invesco FTSE RAFI generated a negative expected return over the last 90 days | |
| The fund maintains 99.86% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Invesco FTSE RAFI. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of Invesco FTSE RAFI 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 FTSE's value that differs from its market value or its book value, called intrinsic value, which is Invesco FTSE'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 FTSE's market value can be influenced by many factors that don't directly affect Invesco FTSE'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 FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco FTSE'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.