Invesco Low Volatility Fund Manager Performance Evaluation
| SCAYX Fund | USD 11.10 0.14 1.28% |
The fund retains a Market Volatility (i.e., Beta) of 0.71, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Low is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Invesco Low Volatility has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Invesco Low is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Invesco Low Relative Risk vs. Return Landscape
If you would invest 1,126 in Invesco Low Volatility on December 25, 2024 and sell it today you would lose (16.00) from holding Invesco Low Volatility or give up 1.42% of portfolio value over 90 days. Invesco Low Volatility is currently producing negative expected returns and takes up 0.79% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Invesco, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Invesco Low Current Valuation
Fairly Valued
Today
Please note that Invesco Low's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Invesco Low Volatility retains a regular Real Value of $10.89 per share. The prevalent price of the fund is $11.1. We determine the value of Invesco Low Volatility from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Invesco Low is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Invesco Mutual Fund. However, Invesco Low's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 11.1 | Real 10.89 | Hype 11.1 |
The intrinsic value of Invesco Low's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Invesco Low's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Invesco Low Volatility helps investors to forecast how Invesco mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Invesco Low more accurately as focusing exclusively on Invesco Low's fundamentals will not take into account other important factors: Invesco Low Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Low's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Invesco Low Volatility, and traders can use it to determine the average amount a Invesco Low'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 = -0.0268
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SCAYX |
Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco Low 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 Low by adding Invesco Low to a well-diversified portfolio.
Invesco Low Fundamentals Growth
Invesco Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Invesco Low, and Invesco Low 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 Mutual Fund performance.
| Price To Earning | 16.70 X | ||||
| Price To Book | 1.80 X | ||||
| Price To Sales | 1.12 X | ||||
| Total Asset | 201.64 M | ||||
About Invesco Low Performance
Evaluating Invesco Low's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Invesco Low 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 Low 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 invests, under normal circumstances, at least 80 percent of its net assets in securities of U.S. issuers, and in derivatives and other instruments that have economic characteristics similar to such securities. It invests primarily in U.S. equity securities, including common and preferred stock, and ELNs. It may also invest in real estate investment trusts , which are trusts that sell equity andor debt securities to investors and use the proceeds to invest in real estate or interests therein.Things to note about Invesco Low Volatility performance evaluation
Checking the ongoing alerts about Invesco Low for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Invesco Low Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Invesco Low generated a negative expected return over the last 90 days | |
| The fund maintains about 46.06% of its assets in cash |
- Analyzing Invesco Low's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Invesco Low's stock is overvalued or undervalued compared to its peers.
- Examining Invesco Low's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Invesco Low's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Invesco Low's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Invesco Low's mutual fund. These opinions can provide insight into Invesco Low's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Invesco Mutual Fund
Invesco Low 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 Low security.
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