Invesco Real Estate Fund Market Value

REINX Fund  USD 16.75  0.41  2.51%   
Invesco Real's market value is the price at which a share of Invesco Real trades on a public exchange. It measures the collective expectations of Invesco Real Estate investors about its performance. Invesco Real is trading at 16.75 as of the 28th of March 2024; that is 2.51 percent increase since the beginning of the trading day. The fund's open price was 16.34.
With this module, you can estimate the performance of a buy and hold strategy of Invesco Real Estate and determine expected loss or profit from investing in Invesco Real over a given investment horizon. Check out Invesco Real Correlation, Invesco Real Volatility and Invesco Real Alpha and Beta module to complement your research on Invesco Real.
Symbol

Please note, there is a significant difference between Invesco Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Real'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.

Invesco Real 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Real's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Real.
0.00
02/27/2024
No Change 0.00  0.0 
In 30 days
03/28/2024
0.00
If you would invest  0.00  in Invesco Real on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Real Estate or generate 0.0% return on investment in Invesco Real over 30 days. Invesco Real is related to or competes with USCF Gold, Realty Income, Dynex Capital, First Industrial, Tidal Trust, Healthcare Realty, and MDJM. The fund invests, under normal circumstances, at least 80 percent of its net assets in securities of real estate and rea... More

Invesco Real Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Real's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Real Estate upside and downside potential and time the market with a certain degree of confidence.

Invesco Real Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Real's standard deviation. In reality, there are many statistical measures that can use Invesco Real historical prices to predict the future Invesco Real's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Real's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
15.5616.6217.68
Details
Intrinsic
Valuation
LowRealHigh
15.6416.7017.76
Details
Naive
Forecast
LowNextHigh
15.4116.4717.53
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.1516.5016.86
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Real. Your research has to be compared to or analyzed against Invesco Real's peers to derive any actionable benefits. When done correctly, Invesco Real's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Invesco Real Estate.

Invesco Real Estate Backtested Returns

Invesco Real Estate holds Efficiency (Sharpe) Ratio of -0.0357, which attests that the entity had a -0.0357% return per unit of risk over the last 3 months. Invesco Real Estate exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Real's Risk Adjusted Performance of (0.01), market risk adjusted performance of (0.01), and Standard Deviation of 1.04 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 1.39, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Real will likely underperform.

Auto-correlation

    
  -0.42  

Modest reverse predictability

Invesco Real Estate has modest reverse predictability. Overlapping area represents the amount of predictability between Invesco Real time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Real Estate price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Invesco Real price fluctuation can be explain by its past prices.
Correlation Coefficient-0.42
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.02

Invesco Real Estate lagged returns against current returns

Autocorrelation, which is Invesco Real mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Real's mutual fund expected returns. We can calculate the autocorrelation of Invesco Real returns to help us make a trade decision. For example, suppose you find that Invesco Real has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Invesco Real regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Real mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Invesco Real Lagged Returns

When evaluating Invesco Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Real mutual fund have on its future price. Invesco Real autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Real autocorrelation shows the relationship between Invesco Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Real Estate.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Invesco Real in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Invesco Real's short interest history, or implied volatility extrapolated from Invesco Real options trading.

Currently Active Assets on Macroaxis

Check out Invesco Real Correlation, Invesco Real Volatility and Invesco Real Alpha and Beta module to complement your research on Invesco Real.
You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Complementary Tools for Invesco Mutual Fund analysis

When running Invesco Real's price analysis, check to measure Invesco Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco Real is operating at the current time. Most of Invesco Real's value examination focuses on studying past and present price action to predict the probability of Invesco Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invesco Real's price. Additionally, you may evaluate how the addition of Invesco Real to your portfolios can decrease your overall portfolio volatility.
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Money Managers
Screen money managers from public funds and ETFs managed around the world
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Stocks Directory
Find actively traded stocks across global markets
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Bonds Directory
Find actively traded corporate debentures issued by US companies
Commodity Directory
Find actively traded commodities issued by global exchanges
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
CEOs Directory
Screen CEOs from public companies around the world
Invesco Real 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.
A focus of Invesco Real technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Real trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...