Invesco Mutual Fund Market Value

EMVIX
 Fund
  

USD 8.05  0.03  0.37%   

Invesco Oppenheimer's market value is the price at which a share of Invesco Oppenheimer stock trades on a public exchange. It measures the collective expectations of Invesco Oppenheimer Emerging investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Invesco Oppenheimer Emerging and determine expected loss or profit from investing in Invesco Oppenheimer over a given investment horizon. Continue to Invesco Oppenheimer Hype Analysis, Invesco Oppenheimer Correlation, Portfolio Optimization, Invesco Oppenheimer Volatility, as well as analyze Invesco Oppenheimer Alpha and Beta and Invesco Oppenheimer Performance.
Symbol

Please note, there is a significant difference between Invesco Oppenheimer's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Oppenheimer value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Oppenheimer'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 Oppenheimer '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 Oppenheimer'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 Oppenheimer.
0.00
06/18/2022
No Change 0.00  0.0 
In 2 months and 1 day
08/17/2022
0.00
If you would invest  0.00  in Invesco Oppenheimer on June 18, 2022 and sell it all today you would earn a total of 0.00 from holding Invesco Oppenheimer Emerging or generate 0.0% return on investment in Invesco Oppenheimer over 60 days. Invesco Oppenheimer is related to or competes with McDonalds Corp. The fund mainly invests in equity securities of issuers in emerging and developing markets throughout the worldMore

Invesco Oppenheimer 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 Oppenheimer'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 Oppenheimer Emerging upside and downside potential and time the market with a certain degree of confidence.

Invesco Oppenheimer Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Oppenheimer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Oppenheimer's standard deviation. In reality, there are many statistical measures that can use Invesco Oppenheimer historical prices to predict the future Invesco Oppenheimer's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Invesco Oppenheimer's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Invesco Oppenheimer in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
6.768.059.34
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Intrinsic
Valuation
LowReal ValueHigh
6.828.119.40
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Naive
Forecast
LowNext ValueHigh
7.028.309.59
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Bollinger
Band Projection (param)
LowerMiddle BandUpper
7.347.728.09
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Oppenheimer. Your research has to be compared to or analyzed against Invesco Oppenheimer's peers to derive any actionable benefits. When done correctly, Invesco Oppenheimer's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Invesco Oppenheimer.

Invesco Oppenheimer Backtested Returns

We consider Invesco Oppenheimer not too volatile. Invesco Oppenheimer holds Efficiency (Sharpe) Ratio of 0.0945, which attests that the entity had 0.0945% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Invesco Oppenheimer, which you can use to evaluate the future volatility of the entity. Please check out Invesco Oppenheimer Downside Deviation of 1.54, risk adjusted performance of 0.1685, and Market Risk Adjusted Performance of 0.2232 to validate if the risk estimate we provide is consistent with the expected return of 0.12%.
The fund retains a Market Volatility (i.e., Beta) of 0.8056, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Invesco's beta means in this case. As returns on the market increase, Invesco Oppenheimer returns are expected to increase less than the market. However, during the bear market, the loss on holding Invesco Oppenheimer will be expected to be smaller as well. Although it is important to respect Invesco Oppenheimer current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Invesco Oppenheimer technical indicators, you can presently evaluate if the expected return of 0.12% will be sustainable into the future.

Auto-correlation

    
  -0.37  

Poor reverse predictability

Invesco Oppenheimer Emerging has poor reverse predictability. Overlapping area represents the amount of predictability between Invesco Oppenheimer time series from 18th of June 2022 to 18th of July 2022 and 18th of July 2022 to 17th of August 2022. 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 Oppenheimer price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Invesco Oppenheimer price fluctuation can be explain by its past prices.
Correlation Coefficient-0.37
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.02

Invesco Oppenheimer lagged returns against current returns

Autocorrelation, which is Invesco Oppenheimer 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 Oppenheimer's mutual fund expected returns. We can calculate the autocorrelation of Invesco Oppenheimer returns to help us make a trade decision. For example, suppose you find that Invesco Oppenheimer mutual fund 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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Invesco Oppenheimer 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 Oppenheimer mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Oppenheimer 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 Oppenheimer mutual fund over time.
   Current vs Lagged Prices   
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Invesco Oppenheimer Lagged Returns

When evaluating Invesco Oppenheimer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Oppenheimer mutual fund have on its future price. Invesco Oppenheimer 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 Oppenheimer autocorrelation shows the relationship between Invesco Oppenheimer mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Oppenheimer Emerging.
   Regressed Prices   
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       Timeline  

Invesco Oppenheimer Investors Sentiment

The influence of Invesco Oppenheimer's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Invesco. The overall investor sentiment generally increases the direction of a fund movement in a one-year investment horizon. However, the impact of investor sentiment on the entire fund markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Invesco Oppenheimer in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Invesco Oppenheimer's short interest history, or implied volatility extrapolated from Invesco Oppenheimer options trading.

Pair Trading with Invesco Oppenheimer

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invesco Oppenheimer position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invesco Oppenheimer will appreciate offsetting losses from the drop in the long position's value.

Moving together with Invesco Oppenheimer

0.87VFIAXVanguard 500 Index Low VolatilityPairCorr
0.87FXAIXFidelity 500 Index Low VolatilityPairCorr
0.82DISWalt Disney Fiscal Year End 9th of November 2022 PairCorr
The ability to find closely correlated positions to Invesco Oppenheimer could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invesco Oppenheimer when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invesco Oppenheimer - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invesco Oppenheimer Emerging to buy it.
The correlation of Invesco Oppenheimer is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco Oppenheimer moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco Oppenheimer moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invesco Oppenheimer can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Invesco Oppenheimer Hype Analysis, Invesco Oppenheimer Correlation, Portfolio Optimization, Invesco Oppenheimer Volatility, as well as analyze Invesco Oppenheimer Alpha and Beta and Invesco Oppenheimer Performance. Note that the Invesco Oppenheimer information on this page should be used as a complementary analysis to other Invesco Oppenheimer's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Complementary Tools for Invesco Mutual Fund analysis

When running Invesco Oppenheimer price analysis, check to measure Invesco Oppenheimer's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco Oppenheimer is operating at the current time. Most of Invesco Oppenheimer's value examination focuses on studying past and present price action to predict the probability of Invesco Oppenheimer's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Oppenheimer's price. Additionally, you may evaluate how the addition of Invesco Oppenheimer to your portfolios can decrease your overall portfolio volatility.
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Invesco Oppenheimer technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Invesco Oppenheimer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Oppenheimer trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...