Invitation Homes Stock Alpha and Beta Analysis
| INVH Stock | USD 33.88 0.06 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invitation Homes. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invitation Homes over a specified time horizon. Remember, high Invitation Homes' 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 Invitation Homes' market risk premium analysis include:
Beta 0.8 | Alpha (0.17) | Risk 1.41 | Sharpe Ratio (0.06) | Expected Return (0.09) |
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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.
Invitation |
Invitation Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invitation Homes market risk premium is the additional return an investor will receive from holding Invitation Homes 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 Invitation Homes. 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 Invitation Homes' performance over market.| α | -0.17 | β | 0.80 |
Invitation Homes 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 Invitation Homes' Buy-and-hold return. Our buy-and-hold chart shows how Invitation Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invitation Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how Invitation Homes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invitation Homes shares will generate the highest return on investment. By understating and applying Invitation Homes stock market price indicators, traders can identify Invitation Homes position entry and exit signals to maximize returns.
Invitation Homes Return and Market Media
The median price of Invitation Homes for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 34.24 with a coefficient of variation of 3.85. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 34.55, and mean deviation of 1.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 923 shares by Mark Solls of Invitation Homes at 34.54 subject to Rule 16b-3 | 09/05/2024 |
2 | Why Invitation Homes Stock Sagged by Nearly 3 percent Today | 09/24/2024 |
3 | Insider Trading | 10/01/2024 |
4 | Invitation Homes Inc. Shares Purchased by Presima Securities ULC | 10/17/2024 |
| Invitation Homes dividend paid on 18th of October 2024 | 10/18/2024 |
5 | Invitation Home Q3 Earnings Taking a Look at Key Metrics Versus Estimates | 10/30/2024 |
6 | Invitation Homes Inc Shares Gap Down to 32.21 on Oct 31 | 10/31/2024 |
7 | Invitation Homes Inc Q3 2024 Earnings Call Highlights Strong Financial Performance Amid ... | 11/01/2024 |
8 | Why Johnson Johnson, Invitation Homes And Extra Space Storage Are Winners For Passive Income | 11/13/2024 |
9 | Invitation Homes Announces 200 Million Joint Venture | 11/18/2024 |
About Invitation Homes 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 Invitation or other stocks. Alpha measures the amount that position in Invitation Homes 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.015 | 0.0298 | 0.0306 | 0.0426 | Price To Sales Ratio | 13.13 | 8.11 | 8.58 | 6.76 |
Invitation Homes Upcoming Company Events
As portrayed in its financial statements, the presentation of Invitation Homes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Invitation Homes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Invitation Homes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Invitation Homes. Please utilize our Beneish M Score to check the likelihood of Invitation Homes' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Invitation Homes
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Invitation Homes Backtesting, Invitation Homes Valuation, Invitation Homes Correlation, Invitation Homes Hype Analysis, Invitation Homes Volatility, Invitation Homes History and analyze Invitation Homes Performance. For more detail on how to invest in Invitation Stock please use our How to Invest in Invitation Homes guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Invitation Homes 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.