Invesco Small Cap Fund Technical Analysis
| VSCAX Fund | USD 21.63 0.18 0.83% |
As of the 18th of April 2024, Invesco Small retains the Downside Deviation of 1.17, risk adjusted performance of 0.0879, and Market Risk Adjusted Performance of 3.69. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Invesco Small Cap, as well as the relationship between them. Simply put, you can use this information to find out if the entity will indeed mirror its model of historical price patterns, or the prices will eventually revert. We were able to analyze nineteen technical drivers for Invesco Small Cap, which can be compared to its competitors. Please check out Invesco Small Cap coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if Invesco Small is priced fairly, providing market reflects its last-minute price of 21.63 per share.
Invesco Small Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Invesco, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to InvescoInvesco |
Invesco Small technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Invesco Small Cap Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Invesco Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Invesco Small Cap Trend Analysis
Use this graph to draw trend lines for Invesco Small Cap. You can use it to identify possible trend reversals for Invesco Small as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Invesco Small price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Invesco Small Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Invesco Small Cap applied against its price change over selected period. The best fit line has a slop of 0.05 , which means Invesco Small Cap will continue generating value for investors. It has 122 observation points and a regression sum of squares at 88.09, which is the sum of squared deviations for the predicted Invesco Small price change compared to its average price change.About Invesco Small Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Invesco Small Cap on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Invesco Small Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Invesco Small Cap price pattern first instead of the macroeconomic environment surrounding Invesco Small Cap. By analyzing Invesco Small's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Invesco Small's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Invesco Small specific price patterns or momentum indicators. Please read more on our technical analysis page.
Invesco Small April 18, 2024 Technical Indicators
Most technical analysis of Invesco help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Invesco from various momentum indicators to cycle indicators. When you analyze Invesco charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0879 | |||
| Market Risk Adjusted Performance | 3.69 | |||
| Mean Deviation | 0.7623 | |||
| Semi Deviation | 1.01 | |||
| Downside Deviation | 1.17 | |||
| Coefficient Of Variation | 750.09 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0789 | |||
| Jensen Alpha | 0.1244 | |||
| Total Risk Alpha | 0.0524 | |||
| Sortino Ratio | 0.0687 | |||
| Treynor Ratio | 3.68 | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 1.37 | |||
| Semi Variance | 1.03 | |||
| Expected Short fall | (0.80) | |||
| Skewness | (0.65) | |||
| Kurtosis | 0.9322 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Invesco Small Cap. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Invesco Small Cap information on this page should be used as a complementary analysis to other Invesco Small's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.