Invesco Advantage Mit Stock Alpha and Beta Analysis
| VKI Stock | USD 9.21 0.05 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Advantage MIT. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Advantage over a specified time horizon. Remember, high Invesco Advantage'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 Advantage's market risk premium analysis include:
Beta (0.11) | Alpha 0.0743 | Risk 0.55 | Sharpe Ratio 0.1 | Expected Return 0.0567 |
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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 Advantage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Advantage market risk premium is the additional return an investor will receive from holding Invesco Advantage 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 Advantage. 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 Advantage's performance over market.| α | 0.07 | β | -0.11 |
Invesco Advantage 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 Advantage's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Advantage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Advantage Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Advantage 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 Advantage shares will generate the highest return on investment. By understating and applying Invesco Advantage stock market price indicators, traders can identify Invesco Advantage position entry and exit signals to maximize returns.
Invesco Advantage Return and Market Media
The median price of Invesco Advantage for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 9.01 with a coefficient of variation of 1.28. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 9.02, and mean deviation of 0.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Invesco Advantage dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Acquisition by Dammeyer Rodney F of 6616 shares of Invesco Advantage at 11.26 subject to Rule 16b-3 | 10/21/2024 |
| Invesco Advantage dividend paid on 31st of October 2024 | 10/31/2024 |
| Invesco Advantage dividend paid on 29th of November 2024 | 11/29/2024 |
About Invesco Advantage 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 Advantage MIT 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) | PTB Ratio | 0.97 | 0.9 | 0.86 | 1.03 | Dividend Yield | 0.052 | 0.0581 | 0.0442 | 0.0662 |
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 Advantage 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 Advantage's short interest history, or implied volatility extrapolated from Invesco Advantage options trading.
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Check out Invesco Advantage Backtesting, Invesco Advantage Valuation, Invesco Advantage Correlation, Invesco Advantage Hype Analysis, Invesco Advantage Volatility, Invesco Advantage History and analyze Invesco Advantage Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Invesco Advantage 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.