Invesco Actively Managed Etf Performance
| EFAA Etf | 47.74 0.22 0.46% |
The etf retains a Market Volatility (i.e., Beta) of -0.0422, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Actively are expected to decrease at a much lower rate. During the bear market, Invesco Actively is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Invesco Actively Managed has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Invesco Actively is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | Use a Derivative Income ETF to Find Income - ETF Trends | 10/01/2024 |
2 | Why Are Options-Based ETFs Becoming More Popular - ETF Trends | 11/12/2024 |
Invesco |
Invesco Actively Relative Risk vs. Return Landscape
If you would invest 4,963 in Invesco Actively Managed on August 30, 2024 and sell it today you would lose (189.00) from holding Invesco Actively Managed or give up 3.81% of portfolio value over 90 days. Invesco Actively Managed is currently does not generate positive expected returns and assumes 0.6492% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Invesco, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Invesco Actively Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Actively's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Actively Managed, and traders can use it to determine the average amount a Invesco Actively'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 = -0.0917
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EFAA |
Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco Actively is not performing at its full potential. However, 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 Actively by adding Invesco Actively to a well-diversified portfolio.
About Invesco Actively Performance
By analyzing Invesco Actively's fundamental ratios, stakeholders can gain valuable insights into Invesco Actively's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Actively has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Actively has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Invesco Actively generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Why Are Options-Based ETFs Becoming More Popular - ETF Trends |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Invesco Actively Managed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
The market value of Invesco Actively Managed is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco Actively's value that differs from its market value or its book value, called intrinsic value, which is Invesco Actively's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco Actively's market value can be influenced by many factors that don't directly affect Invesco Actively's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco Actively's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Actively is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Actively'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.