Invesco Markets (Germany) Performance
| G1CD Etf | 14.63 0.02 0.14% |
The etf retains a Market Volatility (i.e., Beta) of -0.0464, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Markets are expected to decrease at a much lower rate. During the bear market, Invesco Markets is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Invesco Markets II has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound fundamental indicators, Invesco Markets is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Invesco |
Invesco Markets Relative Risk vs. Return Landscape
If you would invest 1,553 in Invesco Markets II on September 18, 2024 and sell it today you would lose (90.00) from holding Invesco Markets II or give up 5.8% of portfolio value over 90 days. Invesco Markets II is generating negative expected returns and assumes 1.3841% volatility on return distribution over the 90 days horizon. Simply put, 12% of etfs are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Invesco Markets Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Markets' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Markets II, and traders can use it to determine the average amount a Invesco Markets' 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 = -0.0595
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| Negative Returns | G1CD |
Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco Markets 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 Markets by adding Invesco Markets to a well-diversified portfolio.
| Invesco Markets II generated a negative expected return over the last 90 days |