Invesco STIC (Ireland) Risk Analysis And Volatility

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%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Invesco STIC US Technical Analysis

Transformation
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Invesco STIC Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco STIC has beta of 0.0 . This indicates the returns on DOW and Invesco STIC do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Invesco STIC is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Invesco STIC US Dollar Liquidity Sel is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Invesco STIC Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.644% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Invesco STIC Investment Opportunity

DOW has a standard deviation of returns of 0.64 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.

Invesco STIC Current Risk Indicators

Invesco STIC Suggested Diversification Pairs

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