Invesco Mortgage Capital Stock Beta

IVR Stock  USD 8.32  0.12  1.46%   
Invesco Mortgage Capital fundamentals help investors to digest information that contributes to Invesco Mortgage's financial success or failures. It also enables traders to predict the movement of Invesco Stock. The fundamental analysis module provides a way to measure Invesco Mortgage's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Invesco Mortgage stock.
  
This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

Invesco Mortgage Capital Company Beta Analysis

Invesco Mortgage's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

 = 

Covariance

Variance

More About Beta | All Equity Analysis

Current Invesco Mortgage Beta

    
  1.86  
Most of Invesco Mortgage's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Invesco Mortgage Capital is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Invesco Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Invesco Mortgage is extremely important. It helps to project a fair market value of Invesco Stock properly, considering its historical fundamentals such as Beta. Since Invesco Mortgage's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Invesco Mortgage's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Invesco Mortgage's interrelated accounts and indicators.
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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
Competition

In accordance with the recently published financial statements, Invesco Mortgage Capital has a Beta of 1.856. This is 157.78% higher than that of the Mortgage Real Estate Investment Trusts (REITs) sector and significantly higher than that of the Financials industry. The beta for all United States stocks is notably lower than that of the firm.

Invesco Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Invesco Mortgage's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. 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 of similar companies.
Invesco Mortgage is currently under evaluation in beta category among its peers.

Invesco Mortgage ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Invesco Mortgage's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Invesco Mortgage's managers, analysts, and investors.
Environmental
Governance
Social

Invesco Mortgage Institutional Holders

Institutional Holdings refers to the ownership stake in Invesco Mortgage that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Invesco Mortgage's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Invesco Mortgage's value.
Shares
Van Eck Associates Corporation2024-06-30
459.1 K
Northern Trust Corp2024-09-30
439.6 K
Charles Schwab Investment Management Inc2024-09-30
427.3 K
Pl Capital Advisors, Llc2024-09-30
400 K
Castleknight Management Lp2024-09-30
390.7 K
Goldman Sachs Group Inc2024-06-30
276.6 K
Nuveen Asset Management, Llc2024-06-30
168.9 K
Bank Of New York Mellon Corp2024-06-30
168.2 K
Citadel Advisors Llc2024-09-30
164.5 K
Blackrock Inc2024-06-30
5.1 M
Vanguard Group Inc2024-09-30
M
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Mortgage will likely underperform.

Invesco Fundamentals

About Invesco Mortgage Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Invesco Mortgage Capital's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco Mortgage using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco Mortgage Capital based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.

Pair Trading with Invesco Mortgage

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Invesco Mortgage position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Invesco Mortgage will appreciate offsetting losses from the drop in the long position's value.

Moving against Invesco Stock

  0.56LC LendingClub CorpPairCorr
  0.45GS Goldman Sachs Group Fiscal Year End 21st of January 2025 PairCorr
  0.44DIST Distoken AcquisitionPairCorr
  0.43V Visa Class APairCorr
  0.43MS Morgan Stanley Fiscal Year End 21st of January 2025 PairCorr
The ability to find closely correlated positions to Invesco Mortgage could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invesco Mortgage when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Invesco Mortgage - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Invesco Mortgage Capital to buy it.
The correlation of Invesco Mortgage is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco Mortgage moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco Mortgage Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Invesco Mortgage can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

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.