Invesco Mutual Fund Alpha and Beta Analysis

VSQYX
 Fund
  

USD 14.22  0.01  0.07%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Global Responsibility. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Global over a specified time horizon. Remember, high Invesco Global'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.
Also, please take a look at Invesco Global Backtesting, Portfolio Optimization, Invesco Global Correlation, Invesco Global Hype Analysis, Invesco Global Volatility, Invesco Global History and analyze Invesco Global Performance.
  
Please note that although Invesco Global 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 Global did 0.06  worse 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 Global Responsibility fund's relative risk over its benchmark. Invesco Global Respo has a beta of 0.09  . Let's try to break down what Invesco's beta means in this case. As returns on the market increase, Invesco Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Invesco Global will be expected to be smaller as well.
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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 Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Global market risk premium is the additional return an investor will receive from holding Invesco Global 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 Global. 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 Global's performance over market.
α-0.06   β0.09
90 days against DJI

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

Invesco Global Market Price Analysis

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

Invesco Global Return and Market Media

The median price of Invesco Global for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 13.63 with a coefficient of variation of 3.56. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 13.62, and mean deviation of 0.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Invesco Global 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 Global Respo 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 Global Investors Sentiment

The influence of Invesco Global'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 Global 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 Global's short interest history, or implied volatility extrapolated from Invesco Global options trading.

Build Portfolio with Invesco Global

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

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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
Also, please take a look at Invesco Global Backtesting, Portfolio Optimization, Invesco Global Correlation, Invesco Global Hype Analysis, Invesco Global Volatility, Invesco Global History and analyze Invesco Global Performance. Note that the Invesco Global Respo information on this page should be used as a complementary analysis to other Invesco Global'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for Invesco Mutual Fund analysis

When running Invesco Global Respo price analysis, check to measure Invesco Global'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 Global is operating at the current time. Most of Invesco Global's value examination focuses on studying past and present price action to predict the probability of Invesco Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Global's price. Additionally, you may evaluate how the addition of Invesco Global to your portfolios can decrease your overall portfolio volatility.
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Invesco Global technical mutual fund 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 Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Global 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...