Invesco FTSE (Switzerland) Performance
| PSRW Etf | USD 27.10 0.07 0.26% |
The etf retains a Market Volatility (i.e., Beta) of 0.22, 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.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Invesco FTSE RAFI are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Invesco FTSE is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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Invesco FTSE Relative Risk vs. Return Landscape
If you would invest 2,565 in Invesco FTSE RAFI on February 2, 2024 and sell it today you would earn a total of 145.00 from holding Invesco FTSE RAFI or generate 5.65% return on investment over 90 days. Invesco FTSE RAFI is generating 0.0903% of daily returns and assumes 0.5699% volatility on return distribution over the 90 days horizon. Simply put, 5% 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 |
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Invesco FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco FTSE RAFI, and traders can use it to determine the average amount a Invesco FTSE'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 = 0.1585
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Estimated Market Risk
| 0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Invesco FTSE is performing at about 12% of its full potential. 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 FTSE by adding it to a well-diversified portfolio.
Invesco FTSE Fundamentals Growth
Invesco Etf prices reflect investors' perceptions of the future prospects and financial health of Invesco FTSE, and Invesco FTSE fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Invesco Etf performance.
| Total Asset | 54.43 M | |||
About Invesco FTSE Performance
To evaluate Invesco FTSE RAFI Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Invesco FTSE generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Invesco Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Invesco FTSE RAFI market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Invesco's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The fund seeks to provide investors with investment results which,before expenses,correspond to the price and yield performance of the FTSE RAFI All-World 3000 Index in US Dollar terms. Invesco FTSE is traded on Switzerland Exchange in Switzerland.Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Invesco FTSE RAFI. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.