Invesco Sp 500 Etf Performance
| ULV-F Etf | CAD 53.21 0.38 0.72% |
The etf retains a Market Volatility (i.e., Beta) of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco SP is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Invesco SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Invesco SP is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Long Term Trading Analysis for - Stock Traders Daily | 02/27/2025 |
Invesco |
Invesco SP Relative Risk vs. Return Landscape
If you would invest 5,329 in Invesco SP 500 on December 2, 2024 and sell it today you would lose (8.00) from holding Invesco SP 500 or give up 0.15% of portfolio value over 90 days. Invesco SP 500 is generating negative expected returns and assumes 0.6852% 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 |
Invesco SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco SP 500, and traders can use it to determine the average amount a Invesco SP'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 = -2.0E-4
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| Negative Returns | ULV-F |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco SP 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 SP by adding Invesco SP to a well-diversified portfolio.
Invesco SP Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco SP, and Invesco SP 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 SP Performance
Assessing Invesco SP's fundamental ratios provides investors with valuable insights into Invesco SP's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Invesco SP 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.
The ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of the SP 500 Low Volatility Index, or any successor thereto, on an unhedged basis, in the case of any unhedged units, or on a hedged basis, in the case of any hedged units. INVESCO SP500 is traded on Toronto Stock Exchange in Canada.| Invesco SP 500 generated a negative expected return over the last 90 days | |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Invesco SP 500. 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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.