Invesco Bond Fund Market Value
| XVBFX Fund | USD 16.20 0.04 0.25% |
| Symbol | Invesco |
Please note, there is a significant difference between Invesco Bond's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Bond is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Bond'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.
Invesco Bond '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 Bond'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 Bond.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Invesco Bond on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Bond or generate 0.0% return on investment in Invesco Bond over 90 days. Invesco Bond is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Invesco Bond is entity of United States. It is traded as Fund on NMFQS exchange. More
Invesco Bond 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 Bond'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 Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2848 | |||
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 1.19 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.4403 |
Invesco Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Bond's standard deviation. In reality, there are many statistical measures that can use Invesco Bond historical prices to predict the future Invesco Bond's volatility.| Risk Adjusted Performance | 0.0588 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | 0.1138 |
Invesco Bond Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Bond holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Bond, which you can use to evaluate the volatility of the entity. Please check out Invesco Bond's Downside Deviation of 0.2848, risk adjusted performance of 0.0588, and Market Risk Adjusted Performance of 0.1238 to validate if the risk estimate we provide is consistent with the expected return of 0.0305%. The fund 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 Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Bond is expected to be smaller as well.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Invesco Bond has insignificant reverse predictability. Overlapping area represents the amount of predictability between Invesco Bond time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Bond price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Invesco Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Invesco Bond lagged returns against current returns
Autocorrelation, which is Invesco Bond 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 Bond's mutual fund expected returns. We can calculate the autocorrelation of Invesco Bond returns to help us make a trade decision. For example, suppose you find that Invesco Bond 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 Bond 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 Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Bond 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 Bond mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Invesco Bond Lagged Returns
When evaluating Invesco Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Bond mutual fund have on its future price. Invesco Bond 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 Bond autocorrelation shows the relationship between Invesco Bond mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Bond.
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 Bond 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 Bond security.
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |