Invesco Mortgage Capital Preferred Stock Probability of Future Preferred Stock Price Finishing Under 23.53
| IVR-P-B Preferred Stock | 24.97 0.01 0.04% |
Invesco |
Invesco Mortgage Target Price Odds to finish below 23.53
The tendency of Invesco Preferred Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to 23.53 or more in 90 days |
| 24.97 | 90 days | 23.53 | near 1 |
Based on a normal probability distribution, the odds of Invesco Mortgage to drop to 23.53 or more in 90 days from now is near 1 (This Invesco Mortgage Capital probability density function shows the probability of Invesco Preferred Stock to fall within a particular range of prices over 90 days) . Probability of Invesco Mortgage Capital price to stay between 23.53 and its current price of 24.97 at the end of the 90-day period is about 39.68 .
Assuming the 90 days trading horizon Invesco Mortgage has a beta of 0.0749. This usually indicates as returns on the market go up, Invesco Mortgage average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Invesco Mortgage Capital will be expected to be much smaller as well. Additionally Invesco Mortgage Capital has an alpha of 9.0E-4, implying that it can generate a 9.2E-4 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Invesco Mortgage Price Density |
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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 preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred 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.Invesco Mortgage Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Invesco Mortgage is not an exception. The market had few large corrections towards the Invesco Mortgage's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Invesco Mortgage Capital, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Invesco Mortgage within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.0009 | |
β | Beta against Dow Jones | 0.07 | |
σ | Overall volatility | 0.23 | |
Ir | Information ratio | -0.03 |
Invesco Mortgage Technical Analysis
Invesco Mortgage's future price can be derived by breaking down and analyzing its technical indicators over time. Invesco Preferred Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Invesco Mortgage Capital. In general, you should focus on analyzing Invesco Preferred Stock price patterns and their correlations with different microeconomic environments and drivers.
Invesco Mortgage Predictive Forecast Models
Invesco Mortgage's time-series forecasting models is one of many Invesco Mortgage's preferred stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Invesco Mortgage's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the preferred stock market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Invesco Mortgage in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Invesco Mortgage's short interest history, or implied volatility extrapolated from Invesco Mortgage options trading.