Invesco Servative Allocation Fund Market Value
| CMARX Fund | USD 10.64 0.03 0.28% |
| Symbol | Invesco |
Invesco Servative '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 Servative'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 Servative.
| 12/02/2023 |
| 12/26/2024 |
If you would invest 0.00 in Invesco Servative on December 2, 2023 and sell it all today you would earn a total of 0.00 from holding Invesco Servative Allocation or generate 0.0% return on investment in Invesco Servative over 390 days. Invesco Servative is related to or competes with Locorr Dynamic, Ab Select, Ms Global, Balanced Fund, and Scharf Fund. The fund is a fund of funds, and invests its assets in other underlying mutual funds advised by the Adviser and ETFs and... More
Invesco Servative 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 Servative'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 Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.4735 |
Invesco Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Servative's standard deviation. In reality, there are many statistical measures that can use Invesco Servative historical prices to predict the future Invesco Servative's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.10) |
Invesco Servative Backtested Returns
Invesco Servative holds Efficiency (Sharpe) Ratio of -0.0764, which attests that the entity had a -0.0764% return per unit of risk over the last 3 months. Invesco Servative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Servative's Market Risk Adjusted Performance of (0.09), risk adjusted performance of (0.06), and Standard Deviation of 0.3934 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Servative is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Invesco Servative Allocation has very good predictability. Overlapping area represents the amount of predictability between Invesco Servative time series from 2nd of December 2023 to 14th of June 2024 and 14th of June 2024 to 26th of December 2024. 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 Servative price movement. The serial correlation of 0.8 indicates that around 80.0% of current Invesco Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Invesco Servative lagged returns against current returns
Autocorrelation, which is Invesco Servative 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 Servative's mutual fund expected returns. We can calculate the autocorrelation of Invesco Servative returns to help us make a trade decision. For example, suppose you find that Invesco Servative has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Invesco Servative 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 Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Servative 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 Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Servative Lagged Returns
When evaluating Invesco Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Servative mutual fund have on its future price. Invesco Servative 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 Servative autocorrelation shows the relationship between Invesco Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Servative Allocation.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Invesco Mutual Fund
Invesco Servative financial ratios help investors to determine whether Invesco Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Servative security.
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