Invesco Ftse Rafi Etf Performance

PZW-F Etf  CAD 25.23  0.03  0.12%   
The etf retains a Market Volatility (i.e., Beta) of -0.0051, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco FTSE are expected to decrease at a much lower rate. During the bear market, Invesco FTSE is likely to outperform the market.

Risk-Adjusted Performance

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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 comparatively stable basic indicators, Invesco FTSE is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
  

Invesco FTSE Relative Risk vs. Return Landscape

If you would invest  2,606  in Invesco FTSE RAFI on December 4, 2024 and sell it today you would lose (83.00) from holding Invesco FTSE RAFI or give up 3.18% of portfolio value over 90 days. Invesco FTSE RAFI is generating negative expected returns and assumes 0.7392% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Invesco FTSE is expected to generate 0.96 times more return on investment than the market. However, the company is 1.05 times less risky than the market. It trades about -0.07 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.09 per unit of 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 = -0.0693

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Estimated Market Risk

 0.74
  actual daily
6
94% of assets are more volatile

Expected Return

 -0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.07
  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.

About Invesco FTSE Performance

Assessing Invesco FTSE's fundamental ratios provides investors with valuable insights into Invesco FTSE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Invesco FTSE is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
PZW seeks to generate capital growth over the long term by investing, directly or indirectly, primarily in equities of small- and medium-sized companies from developed markets globally. INVESCO FTSE is traded on Toronto Stock Exchange in Canada.
Invesco FTSE RAFI generated a negative expected return over the last 90 days
When determining whether Invesco FTSE RAFI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Invesco FTSE's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Invesco Ftse Rafi Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Invesco Ftse Rafi Etf:
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 Commodity Directory module to find actively traded commodities issued by global exchanges.
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.