Invesco Oppenheimer Risk Analysis And Volatility

OSDYX -- USA Fund  

USD 4.99  0.00  0.00%

Macroaxis considers Invesco Oppenheimer to be very steady. Invesco Oppenheimer holds Efficiency (Sharpe) Ratio of -0.0553 which attests that the entity had -0.0553% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Invesco Oppenheimer exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Invesco Oppenheimer Risk Adjusted Performance of (0.13) and Market Risk Adjusted Performance of (2.40) to validate risk estimate we provide.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Invesco Oppenheimer Market Sensitivity

As returns on market increase, Invesco Oppenheimer returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Oppenheimer will be expected to be smaller as well.
3 Months Beta |Analyze Invesco Oppenheimer Demand Trend
Check current 30 days Invesco Oppenheimer correlation with market (DOW)
β = 0.0054

Invesco Oppenheimer Central Daily Price Deviation

Invesco Oppenheimer Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Invesco Oppenheimer price series. View also all equity analysis or get more info about median price price transform indicator.

Invesco Oppenheimer Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco Oppenheimer has beta of 0.0054 . This implies as returns on market go up, Invesco Oppenheimer average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Invesco Oppenheimer Ultra Short 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 Oppenheimer is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Invesco Oppenheimer is -1808.88. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.06. The mean deviation of Invesco Oppenheimer Ultra Short is currently at 0.02. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0054
σ
Overall volatility
=0.06
Ir
Information ratio =1.37

Invesco Oppenheimer Return Volatility

the fund shows 0.0563% volatility of returns over 30 trading days. the entity inherits 0.6082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Invesco Oppenheimer Investment Opportunity

DOW has a standard deviation of returns of 0.61 and is 10.17 times more volatile than Invesco Oppenheimer Ultra Short. of all equities and portfolios are less risky than Invesco Oppenheimer. Compared to the overall equity markets, volatility of historical daily returns of Invesco Oppenheimer Ultra Short is lower than 0 () of all global equities and portfolios over the last 30 days. Use Invesco Oppenheimer Ultra Short to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Invesco Oppenheimer to be traded at $4.94 in 30 days. . As returns on market increase, Invesco Oppenheimer returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Oppenheimer will be expected to be smaller as well.

Invesco Oppenheimer correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Invesco Oppenheimer Ultra Shor and equity matching DJI index in the same portfolio.

Invesco Oppenheimer Current Risk Indicators

Invesco Oppenheimer Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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