Invesco Quality Municipal Stock Alpha and Beta Analysis
| IQI Stock | USD 9.82 0.12 1.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Quality Municipal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Quality over a specified time horizon. Remember, high Invesco Quality'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. Key technical indicators related to Invesco Quality's market risk premium analysis include:
Beta 0.14 | Alpha (0) | Risk 0.58 | Sharpe Ratio 0.12 | Expected Return 0.0716 |
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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 |
Invesco Quality Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Quality market risk premium is the additional return an investor will receive from holding Invesco Quality 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 Quality. 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 Quality's performance over market.| α | -0.0017 | β | 0.14 |
Invesco Quality 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 Quality's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Quality performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Quality Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Quality stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco Quality shares will generate the highest return on investment. By understating and applying Invesco Quality stock market price indicators, traders can identify Invesco Quality position entry and exit signals to maximize returns.
Invesco Quality Return and Market Media
The median price of Invesco Quality for the period between Tue, Dec 24, 2024 and Mon, Mar 24, 2025 is 9.78 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 9.76, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Invesco Quality dividend paid on 31st of December 2024 | 12/31/2024 |
1 | Insider Trading | 01/02/2025 |
2 | Disposition of tradable shares by Starr Loren M of Invesco Quality subject to Rule 16b-3 | 01/06/2025 |
| Invesco Quality dividend paid on 31st of January 2025 | 01/31/2025 |
3 | Invesco Quality Municipal Income Trust declares 0.0631 dividend | 02/03/2025 |
| Invesco Quality dividend paid on 28th of February 2025 | 02/28/2025 |
5 | How the price action is used to our Advantage - Stock Traders Daily | 03/21/2025 |
About Invesco Quality 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 financial instruments including Invesco or other stocks. Alpha measures the amount that position in Invesco Quality Municipal 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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| PTB Ratio | 0.88 | 0.86 | 0.99 | 1.0 |
| Dividend Yield | 0.0558 | 0.0445 | 0.0512 | 0.0591 |
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 Quality 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 Quality's short interest history, or implied volatility extrapolated from Invesco Quality options trading.
Build Portfolio with Invesco Quality
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
Check out Invesco Quality Backtesting, Invesco Quality Valuation, Invesco Quality Correlation, Invesco Quality Hype Analysis, Invesco Quality Volatility, Invesco Quality History and analyze Invesco Quality Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Invesco Quality 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.