Invesco Mortgage Capital Preferred Stock Market Value
| IVR-PB Preferred Stock | USD 25.38 0.06 0.24% |
| Symbol | Invesco |
Invesco Mortgage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Mortgage's preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Mortgage.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Invesco Mortgage on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Mortgage Capital or generate 0.0% return on investment in Invesco Mortgage over 90 days. Invesco Mortgage is related to or competes with New York, New York, Two Harbors, and Two Harbors. Invesco Mortgage Capital Inc., a real estate investment trust, focuses on investing in, financing, and managing residential and commercial mortgagebacked securities and mortgage loans. More
Invesco Mortgage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Mortgage's preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Mortgage Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6791 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.56 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.5 |
Invesco Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Mortgage's standard deviation. In reality, there are many statistical measures that can use Invesco Mortgage historical prices to predict the future Invesco Mortgage's volatility.| Risk Adjusted Performance | 0.042 | |||
| Jensen Alpha | 0.0189 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.3232 |
Invesco Mortgage Capital Backtested Returns
At this point, Invesco Mortgage is very steady. Invesco Mortgage Capital holds Efficiency (Sharpe) Ratio of 0.0797, which attests that the entity had a 0.0797% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invesco Mortgage Capital, which you can use to evaluate the volatility of the firm. Please check out Invesco Mortgage's Market Risk Adjusted Performance of 0.3332, downside deviation of 0.6791, and Risk Adjusted Performance of 0.042 to validate if the risk estimate we provide is consistent with the expected return of 0.058%. Invesco Mortgage has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0932, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Mortgage is expected to be smaller as well. Invesco Mortgage Capital right now retains a risk of 0.73%. 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.
Auto-correlation | 0.44 |
Average predictability
Invesco Mortgage Capital has average predictability. Overlapping area represents the amount of predictability between Invesco Mortgage time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Mortgage Capital price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Invesco Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Invesco Mortgage Capital lagged returns against current returns
Autocorrelation, which is Invesco Mortgage preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Mortgage's preferred stock expected returns. We can calculate the autocorrelation of Invesco Mortgage returns to help us make a trade decision. For example, suppose you find that Invesco Mortgage has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Invesco Mortgage regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Mortgage preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Mortgage preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Mortgage preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Invesco Mortgage Lagged Returns
When evaluating Invesco Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Mortgage preferred stock have on its future price. Invesco Mortgage autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Mortgage autocorrelation shows the relationship between Invesco Mortgage preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Invesco Mortgage Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Preferred Stock
Invesco Mortgage financial ratios help investors to determine whether Invesco Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Mortgage security.