Invesco High Risk Analysis And Volatility

AMHYX -- USA Fund  

USD 4.05  0.01  0.25%

We consider Invesco High not too volatile. Invesco High Yield holds Efficiency (Sharpe) Ratio of 0.03 which attests that the entity had 0.03% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Invesco High Yield which you can use to evaluate future volatility of the entity. Please check out Invesco High Downside Deviation of 0.397, Risk Adjusted Performance of 0.0018 and Market Risk Adjusted Performance of (0.007617) to validate if risk estimate we provide are consistent with the epected return of 0.008%.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Invesco High Market Sensitivity

As returns on market increase, Invesco High returns are expected to increase less than the market. However during bear market, the loss on holding Invesco High will be expected to be smaller as well.
3 Months Beta |Analyze Invesco High Yield Demand Trend
Check current 30 days Invesco High correlation with market (DOW)
β = 0.1246

Invesco High Central Daily Price Deviation

Invesco High Yield Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Invesco High Yield price series. View also all equity analysis or get more info about median price price transform indicator.

Invesco High Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco High has beta of 0.1246 . This suggests as returns on market go up, Invesco High average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Invesco High Yield Fund Class A will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0016 implying that it can potentially generate 0.0016% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Invesco High is 3337.83. The daily returns are destributed with a variance of 0.07 and standard deviation of 0.27. The mean deviation of Invesco High Yield Fund Class A is currently at 0.19. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.0016
β
Beta against DOW=0.12
σ
Overall volatility
=0.27
Ir
Information ratio =0.11

Invesco High Return Volatility

the fund shows 0.2658% volatility of returns over 30 trading days. the entity inherits 0.9768% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Invesco High Investment Opportunity

DOW has a standard deviation of returns of 0.98 and is 3.63 times more volatile than Invesco High Yield Fund Class A. of all equities and portfolios are less risky than Invesco High. Compared to the overall equity markets, volatility of historical daily returns of Invesco High Yield Fund Class A is lower than 2 () of all global equities and portfolios over the last 30 days. Use Invesco High Yield Fund Class A to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Invesco High to be traded at $4.25 in 30 days. . As returns on market increase, Invesco High returns are expected to increase less than the market. However during bear market, the loss on holding Invesco High will be expected to be smaller as well.

Invesco High correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Invesco High Yield Fund Class and equity matching DJI index in the same portfolio.

Invesco High Current Risk Indicators

Invesco High Suggested Diversification Pairs

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