|Horizon||30 Days Login to change|
Invesco Global Market Sensitivity
|As returns on market increase, Invesco Global returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Global will be expected to be smaller as well.One Month Beta |Analyze Invesco Global High Demand TrendCheck current 30 days Invesco Global correlation with market (DOW)|
β = 0.6559
Invesco Global High Technical Analysis
Invesco Global Projected Return Density Against MarketAssuming 30 trading days horizon, Invesco Global has beta of 0.6559 suggesting as returns on market go up, Invesco Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Invesco Global High Income A AUD Inc Hdg will be expected to be much smaller as well. Additionally, Invesco Global High Income A AUD Inc Hdg 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 Global Return VolatilityInvesco Global High Income A AUD Inc Hdg accepts 0.3241% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.