|Horizon||30 Days Login to change|
Invesco Sterling Market Sensitivity
|As returns on market increase, returns on owning Invesco Sterling are expected to decrease at a much smaller rate. During bear market, Invesco Sterling is likely to outperform the market.One Month Beta |Analyze Invesco Sterling Bond Demand TrendCheck current 30 days Invesco Sterling correlation with market (DOW)|
β = -0.0203
Invesco Sterling Bond Technical Analysis
Invesco Sterling Projected Return Density Against MarketAssuming 30 trading days horizon, Invesco Sterling Bond C has beta of -0.0203 suggesting as returns on benchmark increase, returns on holding Invesco Sterling are expected to decrease at a much smaller rate. During bear market, however, Invesco Sterling Bond C is likely to outperform the market. Additionally, Invesco Sterling Bond C has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Invesco Sterling Return VolatilityInvesco Sterling Bond C accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.