# Invesco Mutual Fund Volatility

ODVIX | Fund | ## USD 35.92 0.27 0.75% |

We consider Invesco Oppenheimer somewhat reliable. Invesco Oppenheimer holds Efficiency (Sharpe) Ratio of 0.047, which attests that the entity had 0.047% 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 Market Risk Adjusted Performance of 2.66, downside deviation of 1.59, and Risk Adjusted Performance of 0.0564 to validate if the risk estimate we provide is consistent with the expected return of 0.0646%.

Invesco |

Invesco Oppenheimer Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Invesco daily returns, and it is calculated using variance and standard deviation. We also use Invesco's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Invesco Oppenheimer volatility.

### 60 Days Market Risk

### Chance of Distress

### 60 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Invesco Oppenheimer can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Invesco Oppenheimer at lower prices. For example, an investor can purchase Invesco stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Invesco Oppenheimer's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving together with Invesco Oppenheimer

0.87 | VEMIX | Vanguard Emerging Mkts | PairCorr | ||||

0.87 | VEMRX | Vanguard Emerging Markets | PairCorr | ||||

0.77 | VEMAX | Vanguard Emerging Markets | PairCorr | ||||

0.76 | VEIEX | Vanguard Emerging Markets | PairCorr | ||||

0.92 | RNWGX | New World Fund | PairCorr | ||||

0.78 | RNWCX | American Funds - | PairCorr | ||||

0.92 | CNWCX | New World Fund | PairCorr |

## Invesco Oppenheimer Market Sensitivity And Downside Risk

Invesco Oppenheimer's beta coefficient measures the volatility of Invesco mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Invesco mutual fund's returns against your selected market. In other words, Invesco Oppenheimer's beta of 0.0199 provides an investor with an approximation of how much risk Invesco Oppenheimer mutual fund can potentially add to one of your existing portfolios.

Invesco Oppenheimer Developing has relatively low volatility with skewness of -0.49 and kurtosis of 0.49. However, we advise all investors to independently investigate Invesco Oppenheimer Developing to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Invesco Oppenheimer's mutual fund risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact Invesco Oppenheimer's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.

Invesco standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

### Invesco Oppenheimer Implied Volatility

Invesco Oppenheimer's implied volatility exposes the market's sentiment of Invesco Oppenheimer Developing stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Invesco Oppenheimer's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Invesco Oppenheimer stock will not fluctuate a lot when Invesco Oppenheimer's options are near their expiration.

3 Months Beta |Analyze Invesco Oppenheimer Demand TrendCheck current 90 days Invesco Oppenheimer correlation with market (DOW)## Invesco Beta |

## Standard Deviation | 1.37 |

It is essential to understand the difference between upside risk (as represented by Invesco Oppenheimer's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Invesco Oppenheimer stock's daily returns or price. Since the actual investment returns on holding a position in Invesco Oppenheimer stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Invesco Oppenheimer.

## Invesco Oppenheimer Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Invesco Oppenheimer stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Invesco Oppenheimer's price changes. Investors will then calculate the volatility of Invesco Oppenheimer's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Invesco Oppenheimer's volatility:

### Historical Volatility

This type of stock volatility measures Invesco Oppenheimer's fluctuations based on previous trends. It's commonly used to predict Invesco Oppenheimer's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Invesco Oppenheimer's current market price. This means that the stock will return to its initially predicted market price.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Invesco Oppenheimer Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input..

## Invesco Oppenheimer Projected Return Density Against Market

Assuming the 90 days horizon Invesco Oppenheimer has a beta of 0.0199 . This indicates as returns on the market go up, Invesco Oppenheimer average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Invesco Oppenheimer Developing will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Invesco Oppenheimer or Invesco sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Invesco Oppenheimer stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Invesco stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

The company has an alpha of 0.0517, implying that it can generate a 0.0517 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:### Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.### Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.### The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## Invesco Oppenheimer Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Invesco Oppenheimer or Invesco sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Invesco Oppenheimer stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Invesco stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

Assuming the 90 days horizon the coefficient of variation of Invesco Oppenheimer is 2125.57. The daily returns are distributed with a variance of 1.89 and standard deviation of 1.37. The mean deviation of Invesco Oppenheimer Developing is currently at 1.04. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24

α | Alpha over DOW | 0.05 | |

β | Beta against DOW | 0.0199 | |

σ | Overall volatility | 1.37 | |

Ir | Information ratio | 0.0033 |

## Invesco Oppenheimer Mutual Fund Return Volatility

Invesco Oppenheimer historical daily return volatility represents how much Invesco Oppenheimer stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 1.3734% volatility of returns over 90 . By contrast, DOW inherits 1.2724% risk (volatility on return distribution) over the 90 days horizon.

Performance (%) |

Timeline |

## About Invesco Oppenheimer Volatility

Volatility is a rate at which the price of Invesco Oppenheimer or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Invesco Oppenheimer may increase or decrease. In other words, similar to Invesco's beta indicator, it measures the risk of Invesco Oppenheimer and helps estimate the fluctuations that may happen in a short period of time. So if prices of Invesco Oppenheimer fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.The fund mainly invests in common stocks of issuers in developing and emerging markets throughout the world and at times it may invest up to 100 percent of its total assets in foreign securities. Invesco Oppenheimer is traded on NASDAQ Exchange in the United States.## Invesco Oppenheimer Investment Opportunity

Invesco Oppenheimer Developing has a volatility of 1.37 and is 1.08 times more volatile than DOW.**11**of all equities and portfolios are less risky than Invesco Oppenheimer. Compared to the overall equity markets, volatility of historical daily returns of Invesco Oppenheimer Developing is lower than

**11 ()**of all global equities and portfolios over the last 90 days.

Use Invesco Oppenheimer Developing to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a moderate downward daily trend and can be a good diversifier. Check odds of Invesco Oppenheimer to be traded at $35.2 in 90 days. .

### Significant diversification

The correlation between Invesco Oppenheimer Developing and DJI is

**Significant diversification**for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Invesco Oppenheimer Developing and DJI in the same portfolio, assuming nothing else is changed.## Invesco Oppenheimer Additional Risk Indicators

The analysis of Invesco Oppenheimer's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Invesco Oppenheimer's investment and either accepting that risk or mitigating it. Along with some common measures of Invesco Oppenheimer stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | 0.0564 | |||

Market Risk Adjusted Performance | 2.66 | |||

Mean Deviation | 1.06 | |||

Semi Deviation | 1.49 | |||

Downside Deviation | 1.59 | |||

Coefficient Of Variation | 2250.91 | |||

Standard Deviation | 1.41 |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Invesco Oppenheimer Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Invesco Oppenheimer as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Invesco Oppenheimer's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Invesco Oppenheimer's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Invesco Oppenheimer Developing.

Please check Your Equity Center. 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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

## 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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