Invesco California Value Stock Alpha and Beta Analysis
| VCV Stock | USD 11.09 0.05 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco California Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco California over a specified time horizon. Remember, high Invesco California'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 California's market risk premium analysis include:
Beta 0.12 | Alpha 0.13 | Risk 0.8 | Sharpe Ratio 0.2 | Expected Return 0.16 |
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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 California Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco California market risk premium is the additional return an investor will receive from holding Invesco California 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 California. 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 California's performance over market.| α | 0.13 | β | 0.12 |
Invesco California 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 California's Buy-and-hold return. Our buy-and-hold chart shows how Invesco California performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco California Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco California 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 California shares will generate the highest return on investment. By understating and applying Invesco California stock market price indicators, traders can identify Invesco California position entry and exit signals to maximize returns.
Invesco California Return and Market Media
The median price of Invesco California for the period between Wed, Nov 20, 2024 and Tue, Feb 18, 2025 is 10.69 with a coefficient of variation of 3.29. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 10.67, and mean deviation of 0.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Invesco California dividend paid on 29th of November 2024 | 11/29/2024 |
1 | Above the Noise Reflections on a year of market growth - Invesco | 12/20/2024 |
| Invesco California dividend paid on 31st of December 2024 | 12/31/2024 |
2 | Insider Trading | 01/02/2025 |
3 | Invesco Ltd. To Announce Fourth Quarter 2024 Results - Quantisnow | 01/07/2025 |
4 | Disposition of 200 shares by Bank Of America Corp de of Invesco California at 12.05 subject to Rule 16b-3 | 01/16/2025 |
5 | Invesco Private Credit Closes 1.4 Billion for Direct Lending Strategy - Quantisnow | 02/11/2025 |
About Invesco California 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 California Value 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 | 0.98 | 1.02 | Dividend Yield | 0.0487 | 0.0397 | 0.0456 | 0.0558 |
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 California 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 California's short interest history, or implied volatility extrapolated from Invesco California options trading.
Build Portfolio with Invesco California
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Additional Tools for Invesco Stock Analysis
When running Invesco California's price analysis, check to measure Invesco California'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 California is operating at the current time. Most of Invesco California's value examination focuses on studying past and present price action to predict the probability of Invesco California's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Invesco California's price. Additionally, you may evaluate how the addition of Invesco California to your portfolios can decrease your overall portfolio volatility.