Invesco (Brazil) Market Value
| I1VZ34 Stock | BRL 93.69 0.26 0.28% |
| Symbol | Invesco |
Invesco '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's stock 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.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Invesco on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco or generate 0.0% return on investment in Invesco over 90 days. Invesco is related to or competes with GP Investments, Microchip Technology, Zebra Technologies, and Medical Properties. The firm provides its services to retail clients, institutional clients, high-net worth clients, public entities, corpor... More
Invesco 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's stock 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 11.0 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 4.23 |
Invesco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco's standard deviation. In reality, there are many statistical measures that can use Invesco historical prices to predict the future Invesco's volatility.| Risk Adjusted Performance | 0.1606 | |||
| Jensen Alpha | 0.3047 | |||
| Total Risk Alpha | 0.0292 | |||
| Sortino Ratio | 0.0781 | |||
| Treynor Ratio | (8.33) |
Invesco Backtested Returns
Invesco appears to be very steady, given 3 months investment horizon. Invesco holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco, which you can use to evaluate the volatility of the firm. Please utilize Invesco's Downside Deviation of 2.1, risk adjusted performance of 0.1606, and Market Risk Adjusted Performance of (8.32) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Invesco holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of -0.036, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco are expected to decrease at a much lower rate. During the bear market, Invesco is likely to outperform the market. Please check Invesco's downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to make a quick decision on whether Invesco's current trending patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Invesco has below average predictability. Overlapping area represents the amount of predictability between Invesco time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. 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 price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Invesco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 27.22 |
Invesco lagged returns against current returns
Autocorrelation, which is Invesco stock'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's stock expected returns. We can calculate the autocorrelation of Invesco returns to help us make a trade decision. For example, suppose you find that Invesco has exhibited high autocorrelation historically, and you observe that the stock 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco stock over time.
Current vs Lagged Prices |
| Timeline |
Invesco Lagged Returns
When evaluating Invesco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco stock have on its future price. Invesco 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 autocorrelation shows the relationship between Invesco stock current value and its past values and can show if there is a momentum factor associated with investing in Invesco.
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 Stock
Invesco financial ratios help investors to determine whether Invesco Stock 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 security.