Invesco Trust Probability of Target Price Finishing Over Current Price

XVTNX -- USA Fund  

USD 13.51  0.05  0.37%

Invesco Trust probability of target price tool provides mechanism to make assumptions about upside and downside potential of Invesco Trust for Investment Gr performance during a given time horizon utilizing its historical volatility. Please specify Invesco Trust time horizon, a valid symbol (red box) and a target price (blue box) you would like Invesco Trust odds to be computed. See also Invesco Trust Backtesting, Portfolio Optimization, Invesco Trust Correlation, Invesco Trust Hype Analysis, Invesco Trust Volatility, Invesco Trust History as well as Invesco Trust Performance.
Horizon     30 Days    Login   to change
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Invesco Trust Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 13.51 30 days 13.51  ABOUT 98.0%
Based on normal probability distribution, the odds of Invesco Trust to move above current price in 30 days from now is about 98.0% (This Invesco Trust for Investment Gr probability density function shows the probability of Invesco Trust Fund to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, Invesco Trust for Investment Gr has beta of -0.037 . This means as returns on benchmark increase, returns on holding Invesco Trust are expected to decrease at a much smaller rate. During bear market, however, Invesco Trust for Investment Gr is likely to outperform the market. Additionally Invesco Trust for Investment Gr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Invesco Trust Price Density 
      Price 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.04
σ
Overall volatility
=0.040272
Ir
Information ratio =0.27

Invesco Trust Alerts

Invesco Trust Alerts and Suggestions

Invesco Trust for generates negative expected return over the last 30 days

Price Density Drivers

Invesco Trust Health Indicators

See also Invesco Trust Backtesting, Portfolio Optimization, Invesco Trust Correlation, Invesco Trust Hype Analysis, Invesco Trust Volatility, Invesco Trust History as well as Invesco Trust Performance. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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