Invesco Aerospace Defense Etf Alpha and Beta Analysis
| PPA Etf | USD 121.39 1.02 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Aerospace Defense. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Aerospace over a specified time horizon. Remember, high Invesco Aerospace'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 Aerospace's market risk premium analysis include:
Beta 1.04 | Alpha (0.01) | Risk 1.06 | Sharpe Ratio 0.15 | Expected Return 0.16 |
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 Aerospace Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Aerospace market risk premium is the additional return an investor will receive from holding Invesco Aerospace 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 Aerospace. 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 Aerospace's performance over market.| α | -0.0092 | β | 1.04 |
Invesco Aerospace 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 Aerospace's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Aerospace performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco Aerospace Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco Aerospace 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 Aerospace shares will generate the highest return on investment. By understating and applying Invesco Aerospace etf market price indicators, traders can identify Invesco Aerospace position entry and exit signals to maximize returns.
Invesco Aerospace Return and Market Media
The median price of Invesco Aerospace for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 116.36 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 3.8, arithmetic mean of 116.02, and mean deviation of 3.03. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | X-ELIO supports Google on its path to decarbonisation with a 128 MW PPA in Texas | 09/10/2024 |
2 | US Defense Majors Are Losing The Export War - Seeking Alpha | 09/17/2024 |
3 | Ukrainian Drone Attack Causes Earth-Rattling Blast In Russias Tver Region | 09/18/2024 |
4 | Aerospace Defense ETF Hits New 52-Week High | 10/01/2024 |
5 | Boeings October Deliveries Expected To Plummet Amid Strike Challenges Analyst | 10/09/2024 |
6 | The Zacks Analyst Blog Highlights SMH, AIRR IAK, PWB and PPA | 10/15/2024 |
7 | Honeywell Q3 Earnings Revenue And Profit Growth, Adjusts Annual Outlook Factoring Acquisitions | 10/24/2024 |
8 | The Race To The Professional Pickleball Association Tour Finals Enters The Stretch Run | 11/05/2024 |
9 | Comprehensive Financial Consultants Institutional Inc. Cuts Holdings in Invesco Aerospace Defense ETF | 11/08/2024 |
10 | Honeywell Cashes Out 1.325 Billion PPE Business Sale Fuels Bold Portfolio Transformation | 11/22/2024 |
About Invesco Aerospace 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 etfs. Alpha measures the amount that position in Invesco Aerospace Defense 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.
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 Aerospace 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 Aerospace's short interest history, or implied volatility extrapolated from Invesco Aerospace options trading.
Build Portfolio with Invesco Aerospace
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 Aerospace Backtesting, Portfolio Optimization, Invesco Aerospace Correlation, Invesco Aerospace Hype Analysis, Invesco Aerospace Volatility, Invesco Aerospace History and analyze Invesco Aerospace Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Invesco Aerospace 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, etf market cycles, or different charting patterns.