Invesco Mortgage Stock Forecast - Simple Regression
| IVR Stock | USD 8.83 0.16 1.78% |
Invesco Stock outlook is based on your current time horizon.
The value of RSI of Invesco Mortgage's stock price is slightly above 64. This usually indicates that the stock is rather overbought by investors as of today. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Invesco, making its price go up or down. Momentum 64
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Oversold | Overbought |
Using Invesco Mortgage hype-based prediction, you can estimate the value of Invesco Mortgage Capital from the perspective of Invesco Mortgage response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Invesco Mortgage Capital on the next trading day is expected to be 8.98 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.84. Invesco Mortgage after-hype prediction price | USD 8.83 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Invesco Mortgage to cross-verify your projections. Invesco Mortgage Additional Predictive Modules
Most predictive techniques to examine Invesco price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Invesco using various technical indicators. When you analyze Invesco charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Invesco Mortgage Simple Regression Price Forecast For the 27th of January
Given 90 days horizon, the Simple Regression forecasted value of Invesco Mortgage Capital on the next trading day is expected to be 8.98 with a mean absolute deviation of 0.16, mean absolute percentage error of 0.04, and the sum of the absolute errors of 9.84.Please note that although there have been many attempts to predict Invesco Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Invesco Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Invesco Mortgage Stock Forecast Pattern
| Backtest Invesco Mortgage | Invesco Mortgage Price Prediction | Buy or Sell Advice |
Invesco Mortgage Forecasted Value
In the context of forecasting Invesco Mortgage's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Invesco Mortgage's downside and upside margins for the forecasting period are 7.48 and 10.49, respectively. We have considered Invesco Mortgage's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Invesco Mortgage stock data series using in forecasting. Note that when a statistical model is used to represent Invesco Mortgage stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 114.7833 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.1613 |
| MAPE | Mean absolute percentage error | 0.0203 |
| SAE | Sum of the absolute errors | 9.8394 |
Predictive Modules for Invesco Mortgage
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Invesco Mortgage Capital. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Mortgage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco Mortgage After-Hype Price Density Analysis
As far as predicting the price of Invesco Mortgage at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Invesco Mortgage or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Invesco Mortgage, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Invesco Mortgage Estimiated After-Hype Price Volatility
In the context of predicting Invesco Mortgage's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Invesco Mortgage's historical news coverage. Invesco Mortgage's after-hype downside and upside margins for the prediction period are 7.33 and 10.33, respectively. We have considered Invesco Mortgage's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Invesco Mortgage is not too volatile at this time. Analysis and calculation of next after-hype price of Invesco Mortgage Capital is based on 3 months time horizon.
Invesco Mortgage Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Invesco Mortgage is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Invesco Mortgage backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Invesco Mortgage, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.40 | 1.50 | 0.00 | 0.02 | 0 Events / Month | 4 Events / Month | Uncertain |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
8.83 | 8.83 | 0.00 |
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Invesco Mortgage Hype Timeline
On the 26th of January Invesco Mortgage Capital is traded for 8.83. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.02. Invesco is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is currently at 0.4%. %. The volatility of related hype on Invesco Mortgage is about 3846.15%, with the expected price after the next announcement by competition of 8.81. About 46.0% of the company shares are owned by institutional investors. The company has price-to-book (P/B) ratio of 1.06. Some equities with similar Price to Book (P/B) outperform the market in the long run. Invesco Mortgage Capital last dividend was issued on the 26th of January 2026. The entity had 1:10 split on the 6th of June 2022. Considering the 90-day investment horizon the next anticipated press release will be uncertain. Check out Historical Fundamental Analysis of Invesco Mortgage to cross-verify your projections.Invesco Mortgage Related Hype Analysis
Having access to credible news sources related to Invesco Mortgage's direct competition is more important than ever and may enhance your ability to predict Invesco Mortgage's future price movements. Getting to know how Invesco Mortgage's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Invesco Mortgage may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| CMTG | Claros Mortgage Trust | 0.00 | 0 per month | 0.00 | (0.11) | 6.01 | (5.50) | 17.41 | |
| NREF | Nexpoint Real Estate | 0.07 | 8 per month | 1.32 | 0.06 | 2.29 | (2.47) | 8.26 | |
| RC | Ready Capital Corp | 0.00 | 0 per month | 0.00 | (0.18) | 5.19 | (4.92) | 14.40 | |
| OLP | One Liberty Properties | 0.01 | 4 per month | 0.95 | 0.02 | 2.17 | (1.60) | 6.81 | |
| KREF | KKR Real Estate | (0.49) | 2 per month | 0.00 | (0.06) | 2.67 | (2.77) | 6.97 | |
| FPI | Farmland Partners | 0.00 | 0 per month | 1.11 | 0.06 | 2.03 | (1.87) | 5.49 | |
| UHT | Universal Health Realty | 0.00 | 0 per month | 1.10 | 0.02 | 2.03 | (2.05) | 6.30 | |
| PSTL | Postal Realty Trust | 0.01 | 4 per month | 0.63 | 0.19 | 2.27 | (1.22) | 5.03 | |
| RMR | RMR Group | 0.01 | 10 per month | 1.29 | 0.05 | 2.67 | (2.17) | 9.84 | |
| PKST | Peakstone Realty Trust | 0.00 | 0 per month | 1.73 | (0.01) | 2.22 | (2.35) | 12.25 |
Other Forecasting Options for Invesco Mortgage
For every potential investor in Invesco, whether a beginner or expert, Invesco Mortgage's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Invesco Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Invesco. Basic forecasting techniques help filter out the noise by identifying Invesco Mortgage's price trends.Invesco Mortgage Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Invesco Mortgage stock to make a market-neutral strategy. Peer analysis of Invesco Mortgage could also be used in its relative valuation, which is a method of valuing Invesco Mortgage by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Invesco Mortgage Market Strength Events
Market strength indicators help investors to evaluate how Invesco Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco Mortgage shares will generate the highest return on investment. By undertsting and applying Invesco Mortgage stock market strength indicators, traders can identify Invesco Mortgage Capital entry and exit signals to maximize returns.
| Accumulation Distribution | 40471.14 | |||
| Daily Balance Of Power | (1.23) | |||
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 8.82 | |||
| Day Typical Price | 8.82 | |||
| Price Action Indicator | (0.07) | |||
| Period Momentum Indicator | (0.16) | |||
| Relative Strength Index | 64.85 |
Invesco Mortgage Risk Indicators
The analysis of Invesco Mortgage's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Invesco Mortgage's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting invesco stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.12 | |||
| Semi Deviation | 0.7525 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.25 | |||
| Downside Variance | 1.34 | |||
| Semi Variance | 0.5662 | |||
| Expected Short fall | (1.38) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Invesco Mortgage
The number of cover stories for Invesco Mortgage depends on current market conditions and Invesco Mortgage's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Invesco Mortgage is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Invesco Mortgage's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Invesco Mortgage Short Properties
Invesco Mortgage's future price predictability will typically decrease when Invesco Mortgage's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Invesco Mortgage Capital often depends not only on the future outlook of the potential Invesco Mortgage's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Invesco Mortgage's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 53.5 M | |
| Cash And Short Term Investments | 73.4 M |
Additional Tools for Invesco Stock Analysis
When running Invesco Mortgage's price analysis, check to measure Invesco Mortgage'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 Mortgage is operating at the current time. Most of Invesco Mortgage's value examination focuses on studying past and present price action to predict the probability of Invesco Mortgage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invesco Mortgage's price. Additionally, you may evaluate how the addition of Invesco Mortgage to your portfolios can decrease your overall portfolio volatility.