Invesco Plc Stock Market Value
| IVZ Stock | USD 14.51 0.01 0.07% |
| Symbol | Invesco |
Invesco Plc Price To Book Ratio
Is Invesco Plc's industry 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 Plc. 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 Plc 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 (0.02) | Dividend Share 0.805 | Earnings Share (0.73) | Revenue Per Share 12.729 | Quarterly Revenue Growth 0.04 |
The market value of Invesco Plc 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 Plc's value that differs from its market value or its book value, called intrinsic value, which is Invesco Plc'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 Plc's market value can be influenced by many factors that don't directly affect Invesco Plc'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 Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Plc'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 Plc '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 Plc'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 Plc.
| 02/26/2024 |
| 04/26/2024 |
If you would invest 0.00 in Invesco Plc on February 26, 2024 and sell it all today you would earn a total of 0.00 from holding Invesco Plc or generate 0.0% return on investment in Invesco Plc over 60 days. Invesco Plc is related to or competes with Monroe Capital, and Fidus Investment. The firm provides its services to retail clients, institutional clients, high-net worth clients, public entities, corpor... More
Invesco Plc 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 Plc'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 Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 9.93 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.49 |
Invesco Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Plc's standard deviation. In reality, there are many statistical measures that can use Invesco Plc historical prices to predict the future Invesco Plc's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Plc's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco Plc Backtested Returns
Invesco Plc holds Efficiency (Sharpe) Ratio of -0.0814, which attests that the entity had a -0.0814% return per unit of risk over the last 3 months. Invesco Plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Invesco Plc's Standard Deviation of 1.91, risk adjusted performance of (0.03), and Market Risk Adjusted Performance of (0.06) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.71, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invesco Plc will likely underperform. Invesco Plc has an expected return of -0.16%. Please make sure to check out Invesco Plc maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Invesco Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.42 |
Modest reverse predictability
Invesco Plc has modest reverse predictability. Overlapping area represents the amount of predictability between Invesco Plc time series from 26th of February 2024 to 27th of March 2024 and 27th of March 2024 to 26th of April 2024. 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 Plc price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Invesco Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Invesco Plc lagged returns against current returns
Autocorrelation, which is Invesco Plc 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 Plc's stock expected returns. We can calculate the autocorrelation of Invesco Plc returns to help us make a trade decision. For example, suppose you find that Invesco Plc 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 Plc 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 Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Invesco Plc Lagged Returns
When evaluating Invesco Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Plc stock have on its future price. Invesco Plc 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 Plc autocorrelation shows the relationship between Invesco Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Invesco Plc.
Regressed Prices |
| Timeline |
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Complementary Tools for Invesco Stock analysis
When running Invesco Plc's price analysis, check to measure Invesco Plc'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 Plc is operating at the current time. Most of Invesco Plc's value examination focuses on studying past and present price action to predict the probability of Invesco Plc'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 Plc's price. Additionally, you may evaluate how the addition of Invesco Plc to your portfolios can decrease your overall portfolio volatility.
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Invesco Plc 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.