Invesco Mutual Fund Market Value

VSQYX
 Fund
  

USD 12.33  0.25  1.99%   

Invesco Global's market value is the price at which a share of Invesco Global stock trades on a public exchange. It measures the collective expectations of Invesco Global Responsibility investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Invesco Global Responsibility and determine expected loss or profit from investing in Invesco Global over a given investment horizon. Also, please take a look at Invesco Global Correlation, Invesco Global Volatility and Invesco Global Alpha and Beta module to complement your research on Invesco Global.
Symbol

Please note, there is a significant difference between Invesco Global's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Global value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Invesco Global 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Global.
0.00
10/10/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
09/30/2022
0.00
If you would invest  0.00  in Invesco Global on October 10, 2020 and sell it all today you would earn a total of 0.00 from holding Invesco Global Responsibility or generate 0.0% return on investment in Invesco Global over 720 days. Invesco Global is related to or competes with Disney. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities represented in ... More

Invesco Global Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Global Responsibility upside and downside potential and time the market with a certain degree of confidence.

Invesco Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Global's standard deviation. In reality, there are many statistical measures that can use Invesco Global historical prices to predict the future Invesco Global's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Invesco Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Invesco Global in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
10.9312.2913.65
Details
Intrinsic
Valuation
LowReal ValueHigh
11.2312.5913.95
Details
Naive
Forecast
LowNext ValueHigh
10.5911.9513.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.5513.1813.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Global. Your research has to be compared to or analyzed against Invesco Global's peers to derive any actionable benefits. When done correctly, Invesco Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Invesco Global Respo.

Invesco Global Respo Backtested Returns

Invesco Global Respo holds Efficiency (Sharpe) Ratio of -0.0706, which attests that the entity had -0.0706% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Invesco Global Respo 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 Global risk adjusted performance of (0.08), and Market Risk Adjusted Performance of (0.08) to validate the risk estimate we provide.
The fund retains a Market Volatility (i.e., Beta) of 1.1199, which attests to a somewhat significant risk relative to the market. Let's try to break down what Invesco's beta means in this case. Invesco Global returns are very sensitive to returns on the market. As the market goes up or down, Invesco Global is expected to follow. Even though it is essential to pay attention to Invesco Global Respo current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Invesco Global Respo exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.79  

Almost perfect reverse predictability

Invesco Global Responsibility has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Invesco Global time series from 10th of October 2020 to 5th of October 2021 and 5th of October 2021 to 30th of September 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Global Respo price movement. The serial correlation of -0.79 indicates that around 79.0% of current Invesco Global price fluctuation can be explain by its past prices.
Correlation Coefficient-0.79
Spearman Rank Test-0.86
Residual Average0.0
Price Variance1.73

Invesco Global Respo lagged returns against current returns

Autocorrelation, which is Invesco Global mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Global's mutual fund expected returns. We can calculate the autocorrelation of Invesco Global returns to help us make a trade decision. For example, suppose you find that Invesco Global mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Invesco Global regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Global mutual fund over time.
   Current vs Lagged Prices   
Share
       Timeline  

Invesco Global Lagged Returns

When evaluating Invesco Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Global mutual fund have on its future price. Invesco Global autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Global autocorrelation shows the relationship between Invesco Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Global Responsibility.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Invesco Global in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Invesco Global's short interest history, or implied volatility extrapolated from Invesco Global options trading.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Also, please take a look at Invesco Global Correlation, Invesco Global Volatility and Invesco Global Alpha and Beta module to complement your research on Invesco Global. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for analysis

When running Invesco Global Respo price analysis, check to measure Invesco Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco Global is operating at the current time. Most of Invesco Global's value examination focuses on studying past and present price action to predict the probability of Invesco Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Global's price. Additionally, you may evaluate how the addition of Invesco Global to your portfolios can decrease your overall portfolio volatility.
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Invesco Global technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Invesco Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...