Invesco High Yield Fund Alpha and Beta Analysis
| AMHYX Fund | USD 3.45 0.01 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco High Yield. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco High over a specified time horizon. Remember, high Invesco High'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 High's market risk premium analysis include:
Beta 0.24 | Alpha (0.0006) | Risk 0.42 | Sharpe Ratio 0.0323 | Expected Return 0.0135 |
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 High Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco High market risk premium is the additional return an investor will receive from holding Invesco High 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 High. 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 High's performance over market.| α | -0.0006 | β | 0.24 |
Invesco High 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 High's Buy-and-hold return. Our buy-and-hold chart shows how Invesco High performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco High Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco High mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco High shares will generate the highest return on investment. By understating and applying Invesco High mutual fund market price indicators, traders can identify Invesco High position entry and exit signals to maximize returns.
Invesco High Return and Market Media
The median price of Invesco High for the period between Sun, May 29, 2022 and Thu, Apr 18, 2024 is 3.23 with a coefficient of variation of 3.68. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 3.25, and mean deviation of 0.09. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
| Invesco High dividend paid on 29th of April 2022 | 04/29/2022 |
| Invesco High dividend paid on 31st of May 2022 | 05/31/2022 |
| Invesco High dividend paid on 30th of June 2022 | 06/30/2022 |
| Invesco High dividend paid on 29th of July 2022 | 07/29/2022 |
| Invesco High dividend paid on 31st of August 2022 | 08/31/2022 |
| Invesco High dividend paid on 30th of September 2022 | 09/30/2022 |
| Invesco High dividend paid on 31st of October 2022 | 10/31/2022 |
About Invesco High 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 funds. Alpha measures the amount that position in Invesco High Yield 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 High 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 High's short interest history, or implied volatility extrapolated from Invesco High options trading.
Build Portfolio with Invesco High
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Check out Invesco High Backtesting, Portfolio Optimization, Invesco High Correlation, Invesco High Hype Analysis, Invesco High Volatility, Invesco High History and analyze Invesco High Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Invesco High technical mutual fund 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, fund market cycles, or different charting patterns.