Invesco Etf Alpha and Beta Analysis

SPGP -  USA Etf  

USD 84.33  1.59  1.92%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco SP over a specified time horizon. Remember, high Invesco SP'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.
Additionally, take a look at Invesco SP Backtesting, Portfolio Optimization, Invesco SP Correlation, Invesco SP Hype Analysis, Invesco SP Volatility, Invesco SP History and analyze Invesco SP Performance.
  
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Please note that although Invesco SP alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Invesco SP did 0.043816  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Invesco SP 500 etf's relative risk over its benchmark. Invesco SP 500 has a beta of 1.10  . Let's try to break down what Invesco's beta means in this case. Invesco SP returns are very sensitive to returns on the market. As the market goes up or down, Invesco SP is expected to follow.
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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 SP Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco SP market risk premium is the additional return an investor will receive from holding Invesco SP 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 SP. 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 SP's performance over market.
α0.043816   β1.10
90 days against DJI

Invesco SP 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 SP's Buy-and-hold return. Our buy-and-hold chart shows how Invesco SP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Invesco SP Market Price Analysis

Market price analysis indicators help investors to evaluate how Invesco SP etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco SP shares will generate the highest return on investment. By understating and applying Invesco SP etf market price indicators, traders can identify Invesco SP position entry and exit signals to maximize returns.

Invesco SP Return and Market Media

The median price of Invesco SP for the period between Tue, Feb 15, 2022 and Mon, May 16, 2022 is 89.18 with a coefficient of variation of 2.97. The daily time series for the period is distributed with a sample standard deviation of 2.64, arithmetic mean of 88.72, and mean deviation of 2.19. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Invesco SP 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Invesco SP 500 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.

Invesco SP Investors Sentiment

The influence of Invesco SP's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Invesco. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 SP 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 SP's short interest history, or implied volatility extrapolated from Invesco SP options trading.

Current Sentiment - SPGP

Invesco SP 500 Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Invesco SP 500. What is your judgment towards investing in Invesco SP 500? Are you bullish or bearish?
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50% Bearish
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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Invesco SP Backtesting, Portfolio Optimization, Invesco SP Correlation, Invesco SP Hype Analysis, Invesco SP Volatility, Invesco SP History and analyze Invesco SP Performance. Note that the Invesco SP 500 information on this page should be used as a complementary analysis to other Invesco SP's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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When running Invesco SP 500 price analysis, check to measure Invesco SP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco SP is operating at the current time. Most of Invesco SP's value examination focuses on studying past and present price action to predict the probability of Invesco SP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco SP's price. Additionally, you may evaluate how the addition of Invesco SP to your portfolios can decrease your overall portfolio volatility.
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Invesco SP technical etf 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, stock market cycles, or different charting patterns.
A focus of Invesco SP technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco SP trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...