Invesco Trust Risk Analysis And Volatility

XVTNX -- USA Fund  

USD 13.79  0.00  0.00%

We consider Invesco Trust unknown risk. Invesco Trust for holds Efficiency (Sharpe) Ratio of 0.1653 which attests that the entity had 0.1653% of return per unit of risk over the last 2 months. 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 technical indicators for Invesco Trust for which you can use to evaluate future volatility of the entity. Please check out Invesco Trust Risk Adjusted Performance of 0.4643, Coefficient Of Variation of 311.62 and Market Risk Adjusted Performance of (1.78) to validate if risk estimate we provide are consistent with the epected return of 0.0235%.
Horizon     30 Days    Login   to change

Invesco Trust Market Sensitivity

As returns on market increase, returns on owning Invesco Trust are expected to decrease at a much smaller rate. During bear market, Invesco Trust is likely to outperform the market.
2 Months Beta |Analyze Invesco Trust for Demand Trend
Check current 30 days Invesco Trust correlation with market (DOW)
β = -0.0209

Invesco Trust Central Daily Price Deviation

Invesco Trust for Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Invesco Trust Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco Trust for Investment Gr has beta of -0.0209 . This means as returns on benchmark increase, returns on holding Invesco Trust are expected to decrease at a much smaller rate. During bear market, however, Invesco Trust for Investment Gr is likely to outperform the market. Moreover, The company has an alpha of 0.0389 implying that it can potentially generate 0.0389% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Invesco Trust is 605.13. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.14. The mean deviation of Invesco Trust for Investment Gr is currently at 0.1. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.0389
β
Beta against DOW=0.02
σ
Overall volatility
=0.14
Ir
Information ratio =0.23

Invesco Trust Return Volatility

the fund shows 0.1422% volatility of returns over 30 trading days. the entity inherits 1.896% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Portfolio Rebalancing Now

   

Portfolio Rebalancing

Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
All  Next Launch Portfolio Rebalancing

Investment Outlook

Invesco Trust Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 13.57 times more volatile than Invesco Trust for Investment Gr. 1% of all equities and portfolios are less risky than Invesco Trust. Compared to the overall equity markets, volatility of historical daily returns of Invesco Trust for Investment Gr is lower than 1 (%) of all global equities and portfolios over the last 30 days. Use Invesco Trust for Investment Gr 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 Trust to be traded at $13.65 in 30 days. . As returns on market increase, returns on owning Invesco Trust are expected to decrease at a much smaller rate. During bear market, Invesco Trust is likely to outperform the market.

Invesco Trust correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Invesco Trust for Investment G and equity matching DJI index in the same portfolio.

Invesco Trust Volatility Indicators

Invesco Trust for Investment Gr Current Risk Indicators

See also Your Current Watchlist. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
Search macroaxis.com