Invesco Pennsylvania Value Stock Alpha and Beta Analysis
| VPV Stock | USD 11.03 0.07 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Pennsylvania Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Pennsylvania over a specified time horizon. Remember, high Invesco Pennsylvania's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Invesco Pennsylvania's market risk premium analysis include:
Beta 0.0864 | Alpha 0.0212 | Risk 0.41 | Sharpe Ratio 0.0512 | Expected Return 0.0208 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Invesco |
Invesco Pennsylvania Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Pennsylvania market risk premium is the additional return an investor will receive from holding Invesco Pennsylvania long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Invesco Pennsylvania. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Invesco Pennsylvania's performance over market.| α | 0.02 | β | 0.09 |
Invesco Pennsylvania expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Invesco Pennsylvania's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Pennsylvania performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Pennsylvania Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Pennsylvania 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 Pennsylvania shares will generate the highest return on investment. By understating and applying Invesco Pennsylvania stock market price indicators, traders can identify Invesco Pennsylvania position entry and exit signals to maximize returns.
Invesco Pennsylvania Return and Market Media
The median price of Invesco Pennsylvania for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.03 with a coefficient of variation of 1.09. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 11.02, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Invesco Pennsylvania dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Acquisition by Saba Capital Management, L.p. of 7265 shares of Invesco Pennsylvania at 10.28 subject to Rule 16b-3 | 09/06/2024 |
2 | Invesco Pennsylvania stock hits 52-week high at 11.16 - Investing.com | 09/09/2024 |
3 | On The My Stocks Page - Stock Traders Daily | 09/23/2024 |
| Invesco Pennsylvania dividend paid on 30th of September 2024 | 09/30/2024 |
4 | Invesco Pennsylvania Value Municipal Income Trust to Issue Monthly Dividend of 0.07 on October 31st | 10/14/2024 |
5 | Disposition of 56200 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.01 subject to Rule 16b-3 | 10/25/2024 |
6 | Disposition of 36430 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.0 subject to Rule 16b-3 | 10/28/2024 |
7 | Disposition of 27088 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 10.99 subject to Rule 16b-3 | 10/30/2024 |
| Invesco Pennsylvania dividend paid on 31st of October 2024 | 10/31/2024 |
9 | Disposition of 46893 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.01 subject to Rule 16b-3 | 11/01/2024 |
10 | Disposition of 18400 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.04 subject to Rule 16b-3 | 11/04/2024 |
11 | Disposition of 47029 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 10.98 subject to Rule 16b-3 | 11/07/2024 |
12 | Disposition of 22350 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.07 subject to Rule 16b-3 | 11/08/2024 |
13 | Disposition of 10306 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.08 subject to Rule 16b-3 | 11/11/2024 |
14 | Disposition of 82307 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.08 subject to Rule 16b-3 | 11/12/2024 |
15 | Saba Capital Management Reduces Stake in Invesco Pennsylvania Va - GuruFocus.com | 11/13/2024 |
16 | Disposition of 11088 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.1 subject to Rule 16b-3 | 11/14/2024 |
17 | Disposition of 82308 shares by Saba Capital Management, L.p. of Invesco Pennsylvania at 11.01 subject to Rule 16b-3 | 11/15/2024 |
18 | Saba Capital sells 1.03 million in Invesco Pennsylvania Value stock | 11/18/2024 |
About Invesco Pennsylvania Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Invesco or other stocks. Alpha measures the amount that position in Invesco Pennsylvania has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 (projected) | PTB Ratio | 0.87 | 0.86 | Dividend Yield | 0.0447 | 0.0341 |
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 Pennsylvania 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 Pennsylvania's short interest history, or implied volatility extrapolated from Invesco Pennsylvania options trading.
Build Portfolio with Invesco Pennsylvania
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Additional Tools for Invesco Stock Analysis
When running Invesco Pennsylvania's price analysis, check to measure Invesco Pennsylvania'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 Pennsylvania is operating at the current time. Most of Invesco Pennsylvania's value examination focuses on studying past and present price action to predict the probability of Invesco Pennsylvania'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 Pennsylvania's price. Additionally, you may evaluate how the addition of Invesco Pennsylvania to your portfolios can decrease your overall portfolio volatility.