Invesco Mutual Fund Manager Performance Evaluation

VSQYX -  USA Fund  

USD 15.99  0.06  0.37%

The fund retains a Market Volatility (i.e., Beta) of 0.319, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Invesco's beta means in this case. As returns on the market increase, Invesco Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Invesco Global will be expected to be smaller as well. Although it is extremely important to respect Invesco Global Respo current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Invesco Global Respo technical indicators, you can presently evaluate if the expected return of 0.0678% will be sustainable into the future.

Search Mutual Fund Performance 

 
Refresh
 Invesco Performance
7 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Global Responsibility are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Invesco Global is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low11.83
Fifty Two Week High16.29
Annual Report Expense Ratio0.19%

Invesco Global Relative Risk vs. Return Landscape

If you would invest  1,536  in Invesco Global Responsibility on June 29, 2021 and sell it today you would earn a total of  63.00  from holding Invesco Global Responsibility or generate 4.1% return on investment over 90 days. Invesco Global Responsibility is currently producing 0.0678% returns and takes up 0.6265% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Invesco, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Invesco Global is expected to generate 0.9 times more return on investment than the market. However, the company is 1.11 times less risky than the market. It trades about 0.11 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Invesco Global Current Valuation

Fairly Valued
Today
15.99
27th of September 2021
Share
Please note that Invesco Global's price fluctuation is very steady at this time.
Invesco Global Respo retains a regular Real Value of $16.08 per share. The prevalent price of the fund is $15.99. At this time, the entity appears to be fairly valued. We determine the value of Invesco Global Respo from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued assets and dropping overvalued assets since, at some point, stock prices and their ongoing real values will come together.
Our valuation method for Invesco Global Responsibility is useful when determining the fair value of the Invesco mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Invesco Global. Since Invesco Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Invesco Mutual Fund. However, Invesco Global's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
16.08
Real Value
16.71
Upside
Estimating the potential upside or downside of Invesco Global Responsibility helps investors to forecast how Invesco mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Invesco Global more accurately as focusing exclusively on Invesco Global's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.7316.0416.35
Details
Hype
Prediction
LowEstimated ValueHigh
15.3615.9916.62
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.140.140.14
Details

Invesco Global Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Invesco Global Responsibility, and traders can use it to determine the average amount a Invesco Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1083

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashVSQYXAverage
Risk
High
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 0.63
  actual daily
 
 5 %
of total potential
 
55
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
 
77
Based on monthly moving average Invesco Global is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Global by adding it to a well-diversified portfolio.

About Invesco Global Performance

To evaluate Invesco Global Respo Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Invesco Global generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Invesco Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Invesco Global Respo stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Invesco's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities represented in the MSCI World SRI Index and in derivatives and other instruments that have economic characteristics similar to such securities. Invesco Global is traded on NASDAQ Exchange in the United States.

Things to note about Invesco Global Respo

Checking the ongoing alerts about Invesco Global for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Invesco Global Respo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Invesco Global Alerts

Equity Alerts and Improvement Suggestions

The fund keeps 96.95% of its net assets in stocks
Also, please take a look at World Market Map. Note that the Invesco Global Respo information on this page should be used as a complementary analysis to other Invesco Global'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for Invesco Mutual Fund 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.
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
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.