Invesco Pennsylvania Value Stock Market Value
| VPV Stock | USD 11.19 0.10 0.90% |
| Symbol | Invesco |
Invesco Pennsylvania Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Invesco Pennsylvania. If investors know Invesco will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Invesco Pennsylvania listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 24.762 | Dividend Share 0.477 | Earnings Share 0.94 | Revenue Per Share 0.77 | Return On Assets 0.0222 |
The market value of Invesco Pennsylvania is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco Pennsylvania's value that differs from its market value or its book value, called intrinsic value, which is Invesco Pennsylvania's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco Pennsylvania's market value can be influenced by many factors that don't directly affect Invesco Pennsylvania's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco Pennsylvania's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Pennsylvania is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Pennsylvania's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Invesco Pennsylvania '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 Pennsylvania's 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 Pennsylvania.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Invesco Pennsylvania on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Pennsylvania Value or generate 0.0% return on investment in Invesco Pennsylvania over 30 days. Invesco Pennsylvania is related to or competes with Pimco New, Blackrock Muniholdings, Eaton Vance, Nuveen New, Gabelli Global, Gabelli Convertible, and MFS Investment. Invesco Pennsylvania Value Municipal Income Trust is a closed-ended fixed income mutual fund launched by Invesco Ltd More
Invesco Pennsylvania 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 Pennsylvania's 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 Pennsylvania Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4305 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 1.91 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.641 |
Invesco Pennsylvania Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Pennsylvania's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Pennsylvania's standard deviation. In reality, there are many statistical measures that can use Invesco Pennsylvania historical prices to predict the future Invesco Pennsylvania's volatility.| Risk Adjusted Performance | 0.0864 | |||
| Jensen Alpha | 0.0393 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 3.27 |
Invesco Pennsylvania Backtested Returns
At this stage we consider Invesco Stock to be very steady. Invesco Pennsylvania holds Efficiency (Sharpe) Ratio of 0.0848, which attests that the entity had a 0.0848% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Invesco Pennsylvania, which you can use to evaluate the volatility of the firm. Please check out Invesco Pennsylvania's Downside Deviation of 0.4305, market risk adjusted performance of 3.28, and Risk Adjusted Performance of 0.0864 to validate if the risk estimate we provide is consistent with the expected return of 0.0335%. Invesco Pennsylvania has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0125, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Pennsylvania's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Pennsylvania is expected to be smaller as well. Invesco Pennsylvania right now retains a risk of 0.4%. Please check out Invesco Pennsylvania treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to decide if Invesco Pennsylvania will be following its current trending patterns.
Auto-correlation | 0.43 |
Average predictability
Invesco Pennsylvania Value has average predictability. Overlapping area represents the amount of predictability between Invesco Pennsylvania time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Pennsylvania price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Invesco Pennsylvania price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invesco Pennsylvania lagged returns against current returns
Autocorrelation, which is Invesco Pennsylvania 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 Pennsylvania's stock expected returns. We can calculate the autocorrelation of Invesco Pennsylvania returns to help us make a trade decision. For example, suppose you find that Invesco Pennsylvania has exhibited high autocorrelation historically, and you observe that the 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 Pennsylvania 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 Pennsylvania stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Pennsylvania stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Pennsylvania stock over time.
Current vs Lagged Prices |
| Timeline |
Invesco Pennsylvania Lagged Returns
When evaluating Invesco Pennsylvania's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Pennsylvania stock have on its future price. Invesco Pennsylvania 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 Pennsylvania autocorrelation shows the relationship between Invesco Pennsylvania stock current value and its past values and can show if there is a momentum factor associated with investing in Invesco Pennsylvania Value.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
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.