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 STIC US which you can use to evaluate future volatility of the entity. Please check out Invesco STIC to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Invesco STIC US Technical Analysis
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Invesco STIC Projected Return Density Against MarketAssuming 30 trading days horizon, Invesco STIC has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Invesco STIC are completely uncorrelated. Furthermore, Invesco STIC US Dollar Liquidity SelIt does not look like Invesco STIC alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Invesco STIC Return VolatilityInvesco STIC US Dollar Liquidity Sel accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than Invesco STIC US Dollar Liquidity Sel. 0% of all equities and portfolios are less risky than Invesco STIC. Compared to the overall equity markets, volatility of historical daily returns of Invesco STIC US Dollar Liquidity Sel is lower than 0 (%) of all global equities and portfolios over the last 30 days.