Invesco Trust For Stock Alpha and Beta Analysis
| VTN Stock | USD 11.44 0.09 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Trust For. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Trust over a specified time horizon. Remember, high Invesco Trust'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 Trust's market risk premium analysis include:
Beta 0.017 | Alpha 0.0376 | Risk 0.47 | Sharpe Ratio 0.0939 | Expected Return 0.044 |
Enterprise Value |
|
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 Trust Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Trust market risk premium is the additional return an investor will receive from holding Invesco Trust 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 Trust. 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 Trust's performance over market.| α | 0.04 | β | 0.02 |
Invesco Trust 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 Trust's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Trust Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Trust 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 Trust shares will generate the highest return on investment. By understating and applying Invesco Trust stock market price indicators, traders can identify Invesco Trust position entry and exit signals to maximize returns.
Invesco Trust Return and Market Media
The median price of Invesco Trust for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.3 with a coefficient of variation of 1.01. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 11.27, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Invesco Trust dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Disposition of 9640 shares by Saba Capital Management, L.p. of Invesco Trust at 11.59 subject to Rule 16b-3 | 10/01/2024 |
2 | Disposition of 67627 shares by Saba Capital Management, L.p. of Invesco Trust at 11.51 subject to Rule 16b-3 | 10/02/2024 |
3 | Disposition of 803267 shares by Saba Capital Management, L.p. of Invesco Trust at 11.5 subject to Rule 16b-3 | 10/03/2024 |
4 | Is Invesco QQQ Trust a Millionaire Maker - The Motley Fool | 10/04/2024 |
| Invesco Trust dividend paid on 31st of October 2024 | 10/31/2024 |
5 | Invesco Advisers, Inc. Announces Details of Tender Offers for Invesco Trust for Investment Grade New York Municipals and Invesco Pennsylvania Municipal Income T... | 11/01/2024 |
6 | Invesco QQQ Stock Position Cut by AMG National Trust Bank - MarketBeat | 11/18/2024 |
About Invesco Trust 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 Trust For 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 | 2024 (projected) | PTB Ratio | 0.89 | 0.87 | 1.02 | Dividend Yield | 0.0466 | 0.0454 | 0.0557 |
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 Trust 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 Trust's short interest history, or implied volatility extrapolated from Invesco Trust options trading.
Build Portfolio with Invesco Trust
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 Invesco Trust Backtesting, Invesco Trust Valuation, Invesco Trust Correlation, Invesco Trust Hype Analysis, Invesco Trust Volatility, Invesco Trust History and analyze Invesco Trust Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Invesco Trust 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.