Invesco Physical (UK) Alpha and Beta Analysis
| SGLD Stock | 256.54 1.90 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Physical Gold. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Physical over a specified time horizon. Remember, high Invesco Physical'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 Physical's market risk premium analysis include:
Beta (0.02) | Alpha 0.088 | Risk 0.9 | Sharpe Ratio 0.11 | Expected Return 0.0974 |
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 Physical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Physical market risk premium is the additional return an investor will receive from holding Invesco Physical 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 Physical. 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 Physical's performance over market.| α | 0.09 | β | -0.02 |
Invesco Physical 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 Physical's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Physical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Physical Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Physical 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 Physical shares will generate the highest return on investment. By understating and applying Invesco Physical stock market price indicators, traders can identify Invesco Physical position entry and exit signals to maximize returns.
Invesco Physical Return and Market Media
The median price of Invesco Physical for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 255.3 with a coefficient of variation of 2.85. The daily time series for the period is distributed with a sample standard deviation of 7.24, arithmetic mean of 254.18, and mean deviation of 5.72. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Gold funds or ETFs Which one to choose this Dhanteras - The Economic Times | 10/29/2024 |
About Invesco Physical 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 Physical Gold 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Invesco Physical in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Invesco Physical's short interest history, or implied volatility extrapolated from Invesco Physical options trading.
Build Portfolio with Invesco Physical
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Additional Tools for Invesco Stock Analysis
When running Invesco Physical's price analysis, check to measure Invesco Physical'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 Physical is operating at the current time. Most of Invesco Physical's value examination focuses on studying past and present price action to predict the probability of Invesco Physical'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 Physical's price. Additionally, you may evaluate how the addition of Invesco Physical to your portfolios can decrease your overall portfolio volatility.