Invesco Global Downside Variance
| PSP Etf | | | USD 55.86 0.19 0.34% |
The Downside Variance lookup presents technical context for Invesco Global Listed and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Invesco Global has operating margin of 93.42%, ROE of 0.02%.
Your Equity Center can help frame allocation decisions. The allocation includes a position in Invesco Global Listed within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Invesco Global Listed has current Downside Variance of 0. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Invesco Global Downside Variance Peers Comparison
Invesco Downside Variance Relative To Other Indicators
Invesco Global Listed is rated
below average for downside variance among related ETFs. It is currently under evaluation for maximum drawdown among related ETFs .
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
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