Invesco Mutual Fund Market Value

XIIMX -  USA Fund  

USD 16.67  0.04  0.24%

Invesco Value's market value is the price at which a share of Invesco Value stock trades on a public exchange. It measures the collective expectations of Invesco Value Municipal investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Invesco Value Municipal and determine expected loss or profit from investing in Invesco Value over a given investment horizon. Check out Invesco Value Hype Analysis, Invesco Value Correlation, Portfolio Optimization, Invesco Value Volatility, as well as analyze Invesco Value Alpha and Beta and Invesco Value Performance.
Symbol
Backtest

Please note, there is a significant difference between Invesco Value's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Value value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Value'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 Value '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 Value'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 Value.
0.00
11/01/2021
No Change 0.00  0.0 
In 31 days
12/01/2021
0.00
If you would invest  0.00  in Invesco Value on November 1, 2021 and sell it all today you would earn a total of 0.00 from holding Invesco Value Municipal or generate 0.0% return on investment in Invesco Value over 30 days. Invesco Value is related to or competes with Vanguard Index, Vanguard Index, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard 500, and Vanguard Index.

Invesco Value 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 Value'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 Value Municipal upside and downside potential and time the market with a certain degree of confidence.

Invesco Value Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Value's standard deviation. In reality, there are many statistical measures that can use Invesco Value historical prices to predict the future Invesco Value'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 Value'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 Value in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
16.5016.6716.84
Details
Intrinsic
Valuation
LowReal ValueHigh
16.5016.6716.84
Details
Naive
Forecast
LowNext ValueHigh
16.4416.6116.78
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.4916.6016.70
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Value. Your research has to be compared to or analyzed against Invesco Value's peers to derive any actionable benefits. When done correctly, Invesco Value'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 Value Municipal.

Invesco Value Municipal Backtested Returns

Invesco Value Municipal holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had -0.12% 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 Value Municipal exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Invesco Value risk adjusted performance of (0.14) to validate the risk estimate we provide.
The fund retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what Invesco's beta means in this case. the returns on MARKET and Invesco Value are completely uncorrelated. Even though it is essential to pay attention to Invesco Value Municipal 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 Value Municipal exposes twenty-six different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.31   

Below average predictability

Invesco Value Municipal has below average predictability. Overlapping area represents the amount of predictability between Invesco Value time series from 1st of November 2021 to 16th of November 2021 and 16th of November 2021 to 1st of December 2021. 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 Value Municipal price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Invesco Value price fluctuation can be explain by its past prices.
Correlation Coefficient0.31
Spearman Rank Test0.62
Residual Average0.0
Price Variance0.0

Invesco Value Municipal lagged returns against current returns

Autocorrelation, which is Invesco Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Invesco Value returns to help us make a trade decision. For example, suppose you find that Invesco Value 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 
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      Timeline 

Invesco Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Value 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 Value mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Invesco Value Lagged Returns

When evaluating Invesco Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Value mutual fund have on its future price. Invesco Value 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 Value autocorrelation shows the relationship between Invesco Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Value Municipal.
 Regressed Prices 
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      Timeline 

Invesco Value Investors Sentiment

The influence of Invesco Value's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Invesco. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Value 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 Value's short interest history, or implied volatility extrapolated from Invesco Value options trading.

Current Sentiment - XIIMX

Invesco Value Municipal Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Invesco Value Municipal. What is your judgment towards investing in Invesco Value Municipal? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Check out Invesco Value Hype Analysis, Invesco Value Correlation, Portfolio Optimization, Invesco Value Volatility, as well as analyze Invesco Value Alpha and Beta and Invesco Value Performance. Note that the Invesco Value Municipal information on this page should be used as a complementary analysis to other Invesco Value's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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Invesco Value 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, stock market cycles, or different charting patterns.
A focus of Invesco Value technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Value 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...