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 Risk Adjusted Performance of
(0.37) and Market Risk Adjusted Performance of 2.64 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, returns on owning Invesco Global are expected to decrease at a much smaller rate. During bear market, Invesco Global is likely to outperform the market. 2 Months Beta |Analyze Invesco Global High Demand TrendCheck current 30 days Invesco Global correlation with market (DOW)|
β = -0.1477
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 High Income A AUD Inc Hdg has beta of -0.1477 . This indicates as returns on benchmark increase, returns on holding Invesco Global are expected to decrease at a much smaller rate. During bear market, however, Invesco Global High Income A AUD Inc Hdg is likely to outperform the market. 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||=||0.37|
|Beta against DOW||=||0.15|
Invesco Global Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6967% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.7 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 moderate downward daily trend and can be a good diversifier. Check odds of Invesco Global to be traded at A$7.92 in 30 days. . As returns on market increase, returns on owning Invesco Global are expected to decrease at a much smaller rate. During bear market, Invesco Global is likely to outperform the market.
Invesco Global correlation with market