Invesco FTSE (UK) Market Value
| EMHD Etf | 23.16 0.20 0.87% |
| Symbol | Invesco |
Invesco FTSE '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 FTSE's etf 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 FTSE.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Invesco FTSE on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Invesco FTSE Emerging or generate 0.0% return on investment in Invesco FTSE over 360 days. Invesco FTSE is related to or competes with IShares Treasury, IShares Treasury, Amundi Treasury, SPDR Barclays, VanEck Crypto, Invesco Solar, and SPDR Barclays. Invesco FTSE is entity of United Kingdom More
Invesco FTSE 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 FTSE's etf 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 FTSE Emerging upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.45 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.01 |
Invesco FTSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco FTSE's standard deviation. In reality, there are many statistical measures that can use Invesco FTSE historical prices to predict the future Invesco FTSE's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.25) |
Invesco FTSE Emerging Backtested Returns
Currently, Invesco FTSE Emerging is very steady. Invesco FTSE Emerging holds Efficiency (Sharpe) Ratio of 0.0058, which attests that the entity had a 0.0058% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Invesco FTSE Emerging, which you can use to evaluate the volatility of the entity. Please check out Invesco FTSE's Market Risk Adjusted Performance of (0.24), risk adjusted performance of (0.01), and Standard Deviation of 1.17 to validate if the risk estimate we provide is consistent with the expected return of 0.0067%. The etf retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco FTSE is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Invesco FTSE Emerging has poor predictability. Overlapping area represents the amount of predictability between Invesco FTSE time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 FTSE Emerging price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Invesco FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Invesco FTSE Emerging lagged returns against current returns
Autocorrelation, which is Invesco FTSE etf'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 FTSE's etf expected returns. We can calculate the autocorrelation of Invesco FTSE returns to help us make a trade decision. For example, suppose you find that Invesco FTSE has exhibited high autocorrelation historically, and you observe that the etf 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 FTSE 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 FTSE etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco FTSE etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco FTSE etf over time.
Current vs Lagged Prices |
| Timeline |
Invesco FTSE Lagged Returns
When evaluating Invesco FTSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco FTSE etf have on its future price. Invesco FTSE 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 FTSE autocorrelation shows the relationship between Invesco FTSE etf current value and its past values and can show if there is a momentum factor associated with investing in Invesco FTSE Emerging.
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 Etf
Invesco FTSE financial ratios help investors to determine whether Invesco Etf 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 FTSE security.