Invesco Trust Alpha and Beta Analysis Overview

XVTNX -- USA Fund  

USD 13.82  0.02  0.14%

This module allows you to check different measures of market premium for Invesco Trust for Investment Gr as well as systematic risk associated with investing in Invesco Trust over a specified time horizon. See also Invesco Trust Backtesting, Portfolio Optimization, Invesco Trust Correlation, Invesco Trust Hype Analysis, Invesco Trust Volatility, Invesco Trust History and analyze Invesco Trust Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Invesco Trust Market Premiums

α0.08β0.0071
30 days against DJI
Risk Adjusted Performance  

0.38

Jensen Alpha  

0.09

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

2.48

Invesco Trust expected buy-and-hold returns

Invesco Trust Market Price Analysis

Invesco Trust Return and Market Media

The median price of Invesco Trust for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 13.99 with a coefficient of variation of 0.68. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 13.97, and mean deviation of 0.08. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - XVTNX

Invesco Trust for Investor Sentiment

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