Invesco Japanese (Ireland) Manager Performance Evaluation

IE00BBPJDP46 -- Ireland Fund  

EUR 166.18  0.47  0.28%

The fund retains Market Volatility (i.e. Beta) of -0.4898 which attests that as returns on market increase, returns on owning Invesco Japanese are expected to decrease at a much smaller rate. During bear market, Invesco Japanese is likely to outperform the market.. Although it is vital to follow to Invesco Japanese Equity current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Invesco Japanese Equity technical indicators you can presently evaluate if the expected return of 0.4744% will be sustainable into the future.
Horizon     30 Days    Login   to change

Invesco Japanese Equity Relative Risk vs. Return Landscape

If you would invest  16,231  in Invesco Japanese Equity Core Z EUR Acc on September 15, 2018 and sell it today you would earn a total of  387.00  from holding Invesco Japanese Equity Core Z EUR Acc or generate 2.38% return on investment over 30 days. Invesco Japanese Equity Core Z EUR Acc is generating 0.4744% of daily returns and assumes 0.7043% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Invesco Japanese Equity Core Z EUR Acc and 92% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Invesco Japanese Equity Core Z EUR Acc is expected to generate 0.67 times more return on investment than the market. However, the company is 1.49 times less risky than the market. It trades about 0.67 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Invesco Japanese Current Valuation

Not valued
October 15, 2018
166.18
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Invesco Japanese is Unknown risk asset. Invesco Japanese Equity regular Real Value cannot be determined due to lack of data. The prevalent price of Invesco Japanese Equity is €166.18. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Invesco Japanese Equity from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Invesco Japanese Market Risk Analysis

Sharpe Ratio = 0.6735
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Invesco Japanese Relative Performance Indicators

Estimated Market Risk
 0.7
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.47
  actual daily
 
 8 %
of total potential
  
Risk-Adjusted Return
 0.67
  actual daily
 
 44 %
of total potential
  
Based on monthly moving average Invesco Japanese is performing at about 44% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Japanese by adding it to a well-diversified portfolio.

Invesco Japanese Performance Rating

Invesco Japanese Equity Core Z EUR Acc Risk Adjusted Performance Analysis

44 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Japanese Equity Core Z EUR Acc are ranked lower than 44 (%) of all funds and portfolios of funds over the last 30 days.

Invesco Japanese Alerts

Equity Alerts and Improvement Suggestions

Invesco Japanese is not yet fully synchronised with the market data
The fund retains about 5.36% of its assets under management (AUM) in cash

Invesco Japanese Performance Indicators

Invesco Japanese Equity Basic Price Performance Measures

Fifty Two Week Low13.2100
Fifty Two Week High13.2100
Annual Report Expense Ratio1.20%
Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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