Invesco Mortgage Capital Preferred Stock Performance
| IVR-P-B Preferred Stock | 24.97 0.02 0.08% |
Invesco Mortgage has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Mortgage are expected to decrease at a much lower rate. During the bear market, Invesco Mortgage is likely to outperform the market. Invesco Mortgage Capital right now retains a risk of 0.58%. Please check out Invesco Mortgage maximum drawdown, skewness, day typical price, as well as the relationship between the downside variance and daily balance of power , to decide if Invesco Mortgage will be following its current trending patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Mortgage Capital are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong fundamental drivers, Invesco Mortgage is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Invesco |
Invesco Mortgage Relative Risk vs. Return Landscape
If you would invest 2,486 in Invesco Mortgage Capital on September 19, 2024 and sell it today you would earn a total of 11.00 from holding Invesco Mortgage Capital or generate 0.44% return on investment over 90 days. Invesco Mortgage Capital is generating 0.0087% of daily returns and assumes 0.5836% volatility on return distribution over the 90 days horizon. Simply put, 5% of preferred stocks are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Invesco Mortgage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Invesco Mortgage Capital, and traders can use it to determine the average amount a Invesco Mortgage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0149
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| Negative Returns | IVR-P-B |
Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average Invesco Mortgage is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Mortgage by adding it to a well-diversified portfolio.
Things to note about Invesco Mortgage Capital performance evaluation
Checking the ongoing alerts about Invesco Mortgage for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Invesco Mortgage Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Invesco Mortgage's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Invesco Mortgage's preferred stock performance include:- Analyzing Invesco Mortgage's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Invesco Mortgage's stock is overvalued or undervalued compared to its peers.
- Examining Invesco Mortgage's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Invesco Mortgage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Invesco Mortgage's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Invesco Mortgage's preferred stock. These opinions can provide insight into Invesco Mortgage's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Invesco Preferred 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.
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