Invesco Sp 500 Etf Key Fundamental Indicators
| RSPD Etf | 59.79 1.21 2.07% |
As of the 9th of February, Invesco SP retains the Market Risk Adjusted Performance of 0.1286, downside deviation of 0.9241, and Risk Adjusted Performance of 0.1028. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Invesco SP 500, as well as the relationship between them. Please check out Invesco SP 500 information ratio, and the relationship between the downside deviation and value at risk to decide if Invesco SP is priced fairly, providing market reflects its last-minute price of 59.79 per share.
Invesco SP's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Invesco SP's valuation are provided below:Invesco SP 500 does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. The market value of Invesco SP 500 is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco SP's value that differs from its market value or its book value, called intrinsic value, which is Invesco SP's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Invesco SP's market value can be influenced by many factors that don't directly affect Invesco SP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Invesco SP's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco SP should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Invesco SP's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Invesco SP '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 SP's etf 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 SP.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Invesco SP on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco SP 500 or generate 0.0% return on investment in Invesco SP over 90 days. Invesco SP is related to or competes with AdvisorShares Hotel, KraneShares Trust, Amplify Weight, Proshares, City Different, Matthews China, and Columbia ETF. Invesco SP is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Invesco SP 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 SP's etf 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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9241 | |||
| Information Ratio | 0.0438 | |||
| Maximum Drawdown | 5.66 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 2.07 |
Invesco SP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco SP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco SP's standard deviation. In reality, there are many statistical measures that can use Invesco SP historical prices to predict the future Invesco SP's volatility.| Risk Adjusted Performance | 0.1028 | |||
| Jensen Alpha | 0.0422 | |||
| Total Risk Alpha | 0.0181 | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | 0.1186 |
Invesco SP February 9, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1028 | |||
| Market Risk Adjusted Performance | 0.1286 | |||
| Mean Deviation | 0.8645 | |||
| Semi Deviation | 0.7839 | |||
| Downside Deviation | 0.9241 | |||
| Coefficient Of Variation | 805.99 | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.25 | |||
| Information Ratio | 0.0438 | |||
| Jensen Alpha | 0.0422 | |||
| Total Risk Alpha | 0.0181 | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | 0.1186 | |||
| Maximum Drawdown | 5.66 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 2.07 | |||
| Downside Variance | 0.854 | |||
| Semi Variance | 0.6144 | |||
| Expected Short fall | (1.00) | |||
| Skewness | 0.5954 | |||
| Kurtosis | 0.6614 |
Invesco SP 500 Backtested Returns
At this point, Invesco SP is very steady. Invesco SP 500 holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco SP 500, which you can use to evaluate the volatility of the entity. Please check out Invesco SP's Risk Adjusted Performance of 0.1028, downside deviation of 0.9241, and Market Risk Adjusted Performance of 0.1286 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. The etf retains a Market Volatility (i.e., Beta) of 1.08, which attests to a somewhat significant risk relative to the market. Invesco SP returns are very sensitive to returns on the market. As the market goes up or down, Invesco SP is expected to follow.
Auto-correlation | 0.34 |
Below average predictability
Invesco SP 500 has below average predictability. Overlapping area represents the amount of predictability between Invesco SP time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 2026. 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 SP 500 price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Invesco SP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Invesco SP 500 has a Beta of 1.42. This is much higher than that of the family and significantly higher than that of the Consumer Cyclical category. The beta for all United States etfs is notably lower than that of the firm.
Invesco Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Invesco SP's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Invesco SP could also be used in its relative valuation, which is a method of valuing Invesco SP by comparing valuation metrics of similar companies.Invesco SP is currently under evaluation in beta as compared to similar ETFs.
Invesco Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Invesco SP's current stock value. Our valuation model uses many indicators to compare Invesco SP value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Invesco SP competition to find correlations between indicators driving Invesco SP's intrinsic value. More Info.Invesco SP 500 is presently regarded as number one ETF in beta as compared to similar ETFs. It also is presently regarded as number one ETF in one year return as compared to similar ETFs reporting about 7.04 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Invesco SP by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco SP will likely underperform.
Invesco Fundamentals
| Beta | 1.42 | |||
| One Year Return | 10.00 % | |||
| Three Year Return | 11.30 % | |||
| Five Year Return | 7.40 % | |||
| Ten Year Return | 10.00 % |
About Invesco SP Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Invesco SP 500's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco SP using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco SP 500 based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Invesco SP is entity of United States. It is traded as Etf on NYSE ARCA exchange.
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.When determining whether Invesco SP 500 is a strong investment it is important to analyze Invesco SP's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Invesco SP's future performance. For an informed investment choice regarding Invesco Etf, refer to the following important reports:Check out You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
The market value of Invesco SP 500 is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco SP's value that differs from its market value or its book value, called intrinsic value, which is Invesco SP's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Invesco SP's market value can be influenced by many factors that don't directly affect Invesco SP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Invesco SP's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Invesco SP should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Invesco SP's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.