Invesco Mortgage Stock Forecast - Naive Prediction

IVR
 Stock
  

USD 13.13  0.16  1.23%   

Invesco Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Invesco Mortgage historical stock prices and determine the direction of Invesco Mortgage Capital's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Invesco Mortgage historical fundamentals such as revenue growth or operating cash flow patterns. Although Invesco Mortgage naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Invesco Mortgage Capital systematic risk associated with finding meaningful patterns of Invesco Mortgage fundamentals over time.
Please see Historical Fundamental Analysis of Invesco Mortgage to cross-verify your projections.
  
As of 12/01/2022, Accounts Payable Turnover is likely to grow to 272.13, while Receivables Turnover is likely to drop 4.94. . As of 12/01/2022, Weighted Average Shares is likely to drop to about 26.7 M. In addition to that, Weighted Average Shares Diluted is likely to drop to about 27 M.

Open Interest Agains t 2022-12-02 Invesco Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Invesco Mortgage's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Invesco Mortgage's options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Invesco Mortgage stock based on available contracts left at the end of a trading day.
Please note, to derive more accurate forecasting about market movement from the current Invesco Mortgage's open interest, investors have to compare it to Invesco Mortgage's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Invesco Mortgage is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Invesco. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Invesco Mortgage cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Invesco Mortgage's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Invesco Mortgage's price structures and extracts relationships that further increase the generated results' accuracy.
A naive forecasting model for Invesco Mortgage is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Invesco Mortgage Capital value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Invesco Mortgage Naive Prediction Price Forecast For the 2nd of December

Given 90 days horizon, the Naive Prediction forecasted value of Invesco Mortgage Capital on the next trading day is expected to be 13.13 with a mean absolute deviation of 0.32, mean absolute percentage error of 0.18, and the sum of the absolute errors of 19.63.
Please note that although there have been many attempts to predict Invesco Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Invesco Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Invesco Mortgage Stock Forecast Pattern

Backtest Invesco MortgageInvesco Mortgage Price PredictionBuy or Sell Advice 

Invesco Mortgage Forecasted Value

In the context of forecasting Invesco Mortgage's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Invesco Mortgage's downside and upside margins for the forecasting period are 9.35 and 16.91, respectively. We have considered Invesco Mortgage's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value 13.13
13.13
Expected Value
16.91
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Invesco Mortgage stock data series using in forecasting. Note that when a statistical model is used to represent Invesco Mortgage stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria116.3761
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3219
MAPEMean absolute percentage error0.0274
SAESum of the absolute errors19.6329
This model is not at all useful as a medium-long range forecasting tool of Invesco Mortgage Capital. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Invesco Mortgage. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Invesco Mortgage

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Invesco Mortgage Capital. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Invesco Mortgage'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. Please use the tools below to analyze the current value of Invesco Mortgage in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
9.0412.8416.64
Details
Intrinsic
Valuation
LowReal ValueHigh
3.727.5214.19
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.9811.9613.95
Details
1 Analysts
Consensus
LowTarget PriceHigh
3.003.003.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Mortgage. Your research has to be compared to or analyzed against Invesco Mortgage's peers to derive any actionable benefits. When done correctly, Invesco Mortgage's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Invesco Mortgage Capital.

Other Forecasting Options for Invesco Mortgage

For every potential investor in Invesco, whether a beginner or expert, Invesco Mortgage's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Invesco Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Invesco. Basic forecasting techniques help filter out the noise by identifying Invesco Mortgage's price trends.

Invesco Mortgage Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Invesco Mortgage stock to make a market-neutral strategy. Peer analysis of Invesco Mortgage could also be used in its relative valuation, which is a method of valuing Invesco Mortgage by comparing valuation metrics with similar companies.
Procter GambleAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEANBHP Group LimitedNatural Health TrendIShares MSCI USAAramark HoldingsVanguard Long-TermSeagate Technology PLCVistra Energy CorpExxon Mobil CorpSignature Bank
 Risk & Return  Correlation

Invesco Mortgage Capital Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Invesco Mortgage's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Invesco Mortgage's current price.

Invesco Mortgage Market Strength Events

Market strength indicators help investors to evaluate how Invesco Mortgage 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 Mortgage shares will generate the highest return on investment. By undertsting and applying Invesco Mortgage stock market strength indicators, traders can identify Invesco Mortgage Capital entry and exit signals to maximize returns.

Invesco Mortgage Risk Indicators

The analysis of Invesco Mortgage's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Invesco Mortgage's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Invesco Mortgage stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Invesco Mortgage without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please see Historical Fundamental Analysis of Invesco Mortgage to cross-verify your projections. You can also try Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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Is Invesco Mortgage'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 Mortgage. 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 Mortgage 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 YOY
(0.69) 
Market Capitalization
466.1 M
Quarterly Revenue Growth YOY
(0.34) 
Return On Assets
(0.07) 
Return On Equity
(0.45) 
The market value of Invesco Mortgage Capital 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 Mortgage's value that differs from its market value or its book value, called intrinsic value, which is Invesco Mortgage'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 Mortgage's market value can be influenced by many factors that don't directly affect Invesco Mortgage'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 Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Mortgage value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Mortgage'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.