Invesco Value Municipal Stock Market Value
| IIM Stock | USD 12.15 0.07 0.57% |
| Symbol | Invesco |
Invesco Value Municipal Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Invesco Value. If investors know Invesco will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Invesco Value listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.102 | Dividend Share 0.649 | Earnings Share 1.17 | Revenue Per Share | Quarterly Revenue Growth (0.01) |
The market value of Invesco Value Municipal is measured differently than its book value, which is the value of Invesco that is recorded on the company's balance sheet. Investors also form their own opinion of Invesco Value's value that differs from its market value or its book value, called intrinsic value, which is Invesco Value's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Invesco Value's market value can be influenced by many factors that don't directly affect Invesco Value's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Invesco Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Value's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Invesco Value 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Value's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Value.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Invesco Value on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Value Municipal or generate 0.0% return on investment in Invesco Value over 90 days. Invesco Value is related to or competes with Invesco Municipal, DWS Municipal, MFS Municipal, MFS High, Blackrock Muniyield, Invesco Quality, and MFS High. Invesco Value Municipal Income Trust is a closed-ended fixed income mutual fund launched by Invesco Ltd More
Invesco Value Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Value's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Value Municipal upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1225 | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.9251 |
Invesco Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Value's standard deviation. In reality, there are many statistical measures that can use Invesco Value historical prices to predict the future Invesco Value's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0529 | |||
| Treynor Ratio | (0.24) |
Invesco Value Municipal Backtested Returns
Invesco Value Municipal holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Invesco Value Municipal exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Value's Standard Deviation of 0.6536, market risk adjusted performance of (0.23), and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Value is expected to be smaller as well. At this point, Invesco Value Municipal has a negative expected return of -0.0046%. Please make sure to check out Invesco Value's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Invesco Value Municipal performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Invesco Value Municipal has virtually no predictability. Overlapping area represents the amount of predictability between Invesco Value time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Value Municipal price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Invesco Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Invesco Value Municipal lagged returns against current returns
Autocorrelation, which is Invesco Value stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Value's stock expected returns. We can calculate the autocorrelation of Invesco Value returns to help us make a trade decision. For example, suppose you find that Invesco Value has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Invesco Value regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Value stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Value stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Value stock over time.
Current vs Lagged Prices |
| Timeline |
Invesco Value Lagged Returns
When evaluating Invesco Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Value stock have on its future price. Invesco Value autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Value autocorrelation shows the relationship between Invesco Value stock current value and its past values and can show if there is a momentum factor associated with investing in Invesco Value Municipal.
Regressed Prices |
| Timeline |
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Invesco Value technical stock 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.