Invesco Trust For Stock Alpha and Beta Analysis
| VGM Stock | USD 10.26 0.11 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Trust For. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Trust over a specified time horizon. Remember, high Invesco Trust'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 Trust's market risk premium analysis include:
Beta (0.02) | Alpha (0.01) | Risk 0.48 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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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 Trust Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Trust market risk premium is the additional return an investor will receive from holding Invesco Trust 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 Trust. 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 Trust's performance over market.| α | -0.0067 | β | -0.02 |
Invesco Trust 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 Trust's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Trust Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Trust 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 Trust shares will generate the highest return on investment. By understating and applying Invesco Trust stock market price indicators, traders can identify Invesco Trust position entry and exit signals to maximize returns.
Invesco Trust Return and Market Media
The median price of Invesco Trust for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 10.3 with a coefficient of variation of 1.1. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 10.28, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Invesco Trust dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Invesco Trust for Investment Grade New York Municipals Stock Passes Above 200-Day Moving Average of 11.00 - MarketBeat | 09/20/2024 |
2 | Acquisition by Byron Thomas of 400 shares of Invesco Trust at 13.16 subject to Rule 16b-3 | 09/25/2024 |
| Invesco Trust dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Saba Capital Management sells shares worth 9.24 million in Invesco trust - Investing.com India | 10/07/2024 |
4 | Disposition of tradable shares by Butcher Stephanie of Invesco Trust subject to Rule 16b-3 | 10/11/2024 |
5 | Invesco Senior Income Trust Announces Private Placement of Two Series of Variable Rate Demand Mode Preferred Shares - PR Newswire | 10/25/2024 |
| Invesco Trust dividend paid on 31st of October 2024 | 10/31/2024 |
6 | Smithfield Trust Co Purchases 11,161 Shares of Invesco QQQ - MarketBeat | 11/21/2024 |
About Invesco Trust 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 Trust For 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 | 2024 (projected) | PTB Ratio | 0.89 | 0.87 | 1.01 | Dividend Yield | 0.0563 | 0.0422 | 0.063 |
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 Trust 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 Trust's short interest history, or implied volatility extrapolated from Invesco Trust options trading.
Build Portfolio with Invesco Trust
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Check out Invesco Trust Backtesting, Invesco Trust Valuation, Invesco Trust Correlation, Invesco Trust Hype Analysis, Invesco Trust Volatility, Invesco Trust History and analyze Invesco Trust Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Invesco Trust technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.