Invesco Mortgage Capital Stock Alpha and Beta Analysis
| IVR Stock | USD 8.13 0.05 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Mortgage Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Mortgage over a specified time horizon. Remember, high Invesco Mortgage's 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 Invesco Mortgage's market risk premium analysis include:
Beta 0.36 | Alpha (0.02) | Risk 1.51 | Sharpe Ratio 0.018 | Expected Return 0.0271 |
Invesco Mortgage Quarterly Cash And Equivalents |
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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.
Invesco |
Invesco Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Mortgage market risk premium is the additional return an investor will receive from holding Invesco Mortgage 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 Invesco Mortgage. 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 Invesco Mortgage's performance over market.| α | -0.02 | β | 0.36 |
Invesco Mortgage 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 Invesco Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco Mortgage shares will generate the highest return on investment. By understating and applying Invesco Mortgage stock market price indicators, traders can identify Invesco Mortgage position entry and exit signals to maximize returns.
Invesco Mortgage Return and Market Media
The median price of Invesco Mortgage for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 7.94 with a coefficient of variation of 2.36. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 7.95, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Invesco Mortgage dividend paid on 25th of October 2024 | 10/25/2024 |
1 | Disposition of tradable shares by Stephanie Botha of Invesco Mortgage subject to Rule 16b-3 | 11/07/2024 |
2 | Invesco Ltd Form 8.3 - International Paper Co Public dealing disclosure | 12/24/2024 |
3 | Invesco BulletShares 2031 Municipal Bond ETF Short Interest Down 32.8 percent in December | 01/15/2025 |
About Invesco Mortgage 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 Invesco or other stocks. Alpha measures the amount that position in Invesco Mortgage Capital 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.
| 2022 | 2023 | 2024 (projected) | PTB Ratio | 0.54 | 0.5 | 0.57 | Dividend Yield | 0.32 | 0.26 | 0.24 |
Invesco Mortgage Upcoming Company Events
As portrayed in its financial statements, the presentation of Invesco Mortgage's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Invesco Mortgage's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Invesco Mortgage's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Invesco Mortgage. Please utilize our Beneish M Score to check the likelihood of Invesco Mortgage's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Invesco Mortgage
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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.