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 Global High which you can use to evaluate future volatility of the entity. Please check out Invesco Global Market Risk Adjusted Performance of
(9.45) and Risk Adjusted Performance of (0.49) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Invesco Global Market Sensitivity
|As returns on market increase, Invesco Global returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Global will be expected to be smaller as well. 2 Months Beta |Analyze Invesco Global High Demand TrendCheck current 30 days Invesco Global correlation with market (DOW)|
β = 0.0157
Invesco Global Central Daily Price Deviation
Invesco Global High Technical Analysis
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Invesco Global Projected Return Density Against MarketAssuming 30 trading days horizon, Invesco Global has beta of 0.0157 suggesting as returns on market go up, Invesco Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Invesco Global High Income A AUD Inc Hdg will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Invesco Global High is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.15|
|Beta against DOW||=||0.0157|
Invesco Global Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Invesco Global High Income A AUD Inc Hdg. 0% of all equities and portfolios are less risky than Invesco Global. Compared to the overall equity markets, volatility of historical daily returns of Invesco Global High Income A AUD Inc Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Invesco Global High Income A AUD Inc Hdg to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Invesco Global to be traded at A$0.0 in 30 days. . As returns on market increase, Invesco Global returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Global will be expected to be smaller as well.
Invesco Global correlation with market