Invesco S&P MidCap Quality ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 23.47%
YTD return -0.42%
Beta 3Y 1.06
Total Assets 315.67M
Annual report expense ratio 0.25%

Company description

The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. Strictly in accordance with its guidelines and mandated procedures, the index provider first calculates the quality score of each security in the S&P MidCap 400® Index.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Invesco S&P MidCap Quality ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Invesco S&P MidCap Quality ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Invesco S&P MidCap Quality ETF

Here is the result of two systematic investment strategies applied to Invesco S&P MidCap Quality ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Invesco S&P MidCap Quality ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Invesco S&P MidCap Quality ETF:

Invesco S&P MidCap Quality ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 19.52% on the backtest period.

Performance at glance

Performance

19.52 %

Latent gain

141.62 $

Invested capital

725.51 $

Annualized return

13.56 %
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Momentum strategy results on Invesco S&P MidCap Quality ETF

This is the result of two momentum investment strategies applied to Invesco S&P MidCap Quality ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Invesco S&P MidCap Quality ETF

The following chart shows all the entries opened by the momentum investment system on Invesco S&P MidCap Quality ETF:

Invesco S&P MidCap Quality ETF momentum entries
  • The first momentum investment strategy would give 18.53% of return on Invesco S&P MidCap Quality ETF. That represents 357.46$ of latent gain with 1928.61$ of employed capital.
  • The second momentum investment strategy would give 7.46% of return on Invesco S&P MidCap Quality ETF. That represents 87.59$ of latent gain with 1173.69$ of employed capital.
Performance at glance (1Q Momentum)

Performance

18.53 %

Latent gain

357.46 $

Invested capital

1928.61 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

7.46 %

Latent gain

87.59 $

Invested capital

1173.69 $

Annualized return

7.77 %

Momentum equity curve on Invesco S&P MidCap Quality ETF

The following chart shows the equity curve of the two momentum strategies applied to Invesco S&P MidCap Quality ETF:

Invesco S&P MidCap Quality ETF momentum equity

Note: the dividends potentially given by Invesco S&P MidCap Quality ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Invesco S&P MidCap Quality ETF

The following chart shows the employed capital evolution of the two momentum strategies on Invesco S&P MidCap Quality ETF since the beginning:

Invesco S&P MidCap Quality ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Invesco S&P MidCap Quality ETF

Buy the dip entry openings on Invesco S&P MidCap Quality ETF

Invesco S&P MidCap Quality ETF

The performance achieved by the robo-advisor on Invesco S&P MidCap Quality ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Invesco S&P MidCap Quality ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Invesco S&P MidCap Quality ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Invesco S&P MidCap Quality ETF

The following chart shows the result of the investment strategy applied to Invesco S&P MidCap Quality ETF:

Invesco S&P MidCap Quality ETF

Note: the dividends potentially given by Invesco S&P MidCap Quality ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Invesco S&P MidCap Quality ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Invesco S&P MidCap Quality ETF:

Invesco S&P MidCap Quality ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Invesco S&P MidCap Quality ETF

In this section, I will compare the three previous investment strategies applied to Invesco S&P MidCap Quality ETF.

Equity curve comparison on Invesco S&P MidCap Quality ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Invesco S&P MidCap Quality ETF investment strategy comparison

Employed capital comparison on Invesco S&P MidCap Quality ETF

Invesco S&P MidCap Quality ETF investment comparison

Performance comparison on Invesco S&P MidCap Quality ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 19.52% 141.62$ 725.51$ 13.56%
Momentum 1 quarter 18.53% 357.46$ 1928.61$ 15.44%
Momentum 2 quarters 7.46% 87.59$ 1173.69$ 7.77%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

13.56 %

Momentum 1Q

7.77 %

Momentum 2Q

7.77 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Invesco S&P MidCap Quality ETF:

Note: The algorithm computes the probability of correlation between Invesco S&P MidCap Quality ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Invesco S&P MidCap Quality ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Invesco S&P MidCap Quality ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker XMHQ
Market

Invesco S&P MidCap Quality ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown