Invesco Mutual Fund Market Value

OAAAX
 Fund
  

USD 12.04  0.29  2.47%   

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 Portfolio investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Invesco Oppenheimer Portfolio and determine expected loss or profit from investing in Invesco Oppenheimer over a given investment horizon. Please check Invesco Oppenheimer Correlation, Invesco Oppenheimer Volatility and Invesco Oppenheimer Alpha and Beta module to complement your research on Invesco Oppenheimer.
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
09/05/2022
No Change 0.00  0.0 
In 31 days
10/05/2022
0.00
If you would invest  0.00  in Invesco Oppenheimer on September 5, 2022 and sell it all today you would earn a total of 0.00 from holding Invesco Oppenheimer Portfolio or generate 0.0% return on investment in Invesco Oppenheimer over 30 days. Invesco Oppenheimer is related to or competes with American Express. The fund is a special type of mutual fund known as a fund of funds because it invests primarily in open-end funds , clos... More

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 Portfolio 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
10.5011.5212.54
Details
Intrinsic
Valuation
LowReal ValueHigh
10.7211.7412.76
Details
Naive
Forecast
LowNext ValueHigh
10.5111.5312.55
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.8112.7413.68
Details
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

Invesco Oppenheimer holds Efficiency (Sharpe) Ratio of -0.0394, which attests that the entity had -0.0394% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Invesco Oppenheimer exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Invesco Oppenheimer risk adjusted performance of (0.038585), and Market Risk Adjusted Performance of (0.041202) to validate the risk estimate we provide.
The fund retains a Market Volatility (i.e., Beta) of 0.7778, 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. Even though it is essential to pay attention to Invesco Oppenheimer current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Invesco Oppenheimer exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Invesco Oppenheimer Portfolio has insignificant reverse predictability. Overlapping area represents the amount of predictability between Invesco Oppenheimer time series from 5th of September 2022 to 20th of September 2022 and 20th of September 2022 to 5th of October 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 -0.15 indicates that less than 15.0% of current Invesco Oppenheimer price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test0.32
Residual Average0.0
Price Variance0.05

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   
Share
       Timeline  

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   
Share
       Timeline  

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 Portfolio.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Invesco Oppenheimer without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Idea Breakdown Now

   

Idea Breakdown

Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
All  Next Launch Module

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Invesco Oppenheimer using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Invesco Oppenheimer Correlation, Invesco Oppenheimer Volatility and Invesco Oppenheimer Alpha and Beta module to complement your research on Invesco Oppenheimer. 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 CEO Directory module to screen CEOs from public companies around the world.

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.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
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...