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home / news releases / QVML - Outlier Risk Part II

QVML - Outlier Risk Part II

Invesco S&P 500 QVM Multi-factor ETF
  • Transforming data into deviations from the mean via standard deviations provides an objective yardstick to search for outliers.
  • Analyzing data through the lens of Z-scores takes away quite a lot of the ambiguity and subjectivity for deciding what constitutes “extreme”.
  • We’ve made a good start with developing basic results, but additional testing is needed to define “outlier” with a higher degree of confidence.

For further details see:

Outlier Risk, Part II
Stock Information
Company Name: Invesco S&P 500 QVM Multi-factor ETF
Stock Symbol: QVML
Market: NYSE
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