Invesco Stock Probability of Future Stock Price Finishing Over 12.85

IVR
 Stock
  

USD 12.85  0.10  0.78%   

Invesco Mortgage's future price is the expected price of Invesco Mortgage instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Invesco Mortgage Capital performance during a given time horizon utilizing its historical volatility. As of 12/08/2022, Price to Book Value is likely to grow to 0.63, while Price to Earnings Ratio are likely to drop (5.94) .
  
Invesco Mortgage's implied volatility is one of the determining factors in the pricing options written on Invesco Mortgage Capital. Implied volatility approximates the future value of Invesco Mortgage based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Invesco Mortgage Capital over a specific time period. For example, 2022-12-09 CALL at $13.0 is a CALL option contract on Invesco Mortgage's common stock with a strick price of 13.0 expiring on 2022-12-09. The contract was last traded on 2022-12-07 at 14:21:30 for $0.16 and, as of today, has 1 days remaining before the expiration. The option is currently trading at a bid price of $0.07, and an ask price of $0.26. The implied volatility as of the 8th of December is 84.9018. View All Invesco options

Closest to current price Invesco long CALL Option Payoff at Expiration

Please see Invesco Mortgage Backtesting, Invesco Mortgage Valuation, Invesco Mortgage Correlation, Invesco Mortgage Hype Analysis, Invesco Mortgage Volatility, Invesco Mortgage History as well as Invesco Mortgage Performance. Please specify Invesco Mortgage time horizon, a valid symbol (red box) and a target price (blue box) you would like Invesco Mortgage odds to be computed.

Invesco Mortgage Target Price Odds to finish over 12.85

The tendency of Invesco Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 12.85 90 days 12.85 
about 35.78
Based on a normal probability distribution, the odds of Invesco Mortgage to move above the current price in 90 days from now is about 35.78 (This Invesco Mortgage Capital probability density function shows the probability of Invesco Stock to fall within a particular range of prices over 90 days) .
Considering the 90-day investment horizon the stock has the beta coefficient of 1.63 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Invesco Mortgage will likely underperform. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Invesco Mortgage Capital is significantly underperforming NYSE Composite.
   Invesco Mortgage Price Density   
       Price  

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
9.0112.7816.55
Details
Intrinsic
Valuation
LowReal ValueHigh
3.747.5114.14
Details
Naive
Forecast
LowNext ValueHigh
9.0612.8316.60
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.

Invesco Mortgage Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Invesco Mortgage is not an exception. The market had few large corrections towards the Invesco Mortgage's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Invesco Mortgage Capital, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Invesco Mortgage within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.26
β
Beta against NYSE Composite1.63
σ
Overall volatility
1.40
Ir
Information ratio -0.06

Invesco Mortgage Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Invesco Mortgage for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Invesco Mortgage Capital can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Invesco Mortgage generated a negative expected return over the last 90 days
Invesco Mortgage has high historical volatility and very poor performance
The company has 14.36 M in debt with debt to equity (D/E) ratio of 5.11, demonstrating that the company may be unable to create cash to meet all of its financial commitments. Invesco Mortgage Capital has a current ratio of 0.08, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Invesco Mortgage until it has trouble settling it off, either with new capital or with free cash flow. So, Invesco Mortgage's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Invesco Mortgage Capital sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Invesco to invest in growth at high rates of return. When we think about Invesco Mortgage's use of debt, we should always consider it together with cash and equity.
Reported Net Loss for the year was (90 M) with loss before taxes, overhead, and interest of (62.53 M).
Invesco Mortgage has a poor financial position based on the latest SEC disclosures
On 27th of October 2022 Invesco Mortgage paid $ 0.65 per share dividend to its current shareholders

Invesco Mortgage Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Invesco Stock often depends not only on the future outlook of the current and potential Invesco Mortgage's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Invesco Mortgage's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding329907996.00
Cash And Short Term Investments373900000.00

Invesco Mortgage Technical Analysis

Invesco Mortgage's future price can be derived by breaking down and analyzing its technical indicators over time. Invesco Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Invesco Mortgage Capital. In general, you should focus on analyzing Invesco Stock price patterns and their correlations with different microeconomic environments and drivers.

Invesco Mortgage Predictive Forecast Models

Invesco Mortgage time-series forecasting models is one of many Invesco Mortgage's stock analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Invesco Mortgage's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about Invesco Mortgage Capital

Checking the ongoing alerts about Invesco Mortgage for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Invesco Mortgage Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Invesco Mortgage generated a negative expected return over the last 90 days
Invesco Mortgage has high historical volatility and very poor performance
The company has 14.36 M in debt with debt to equity (D/E) ratio of 5.11, demonstrating that the company may be unable to create cash to meet all of its financial commitments. Invesco Mortgage Capital has a current ratio of 0.08, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Invesco Mortgage until it has trouble settling it off, either with new capital or with free cash flow. So, Invesco Mortgage's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Invesco Mortgage Capital sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Invesco to invest in growth at high rates of return. When we think about Invesco Mortgage's use of debt, we should always consider it together with cash and equity.
Reported Net Loss for the year was (90 M) with loss before taxes, overhead, and interest of (62.53 M).
Invesco Mortgage has a poor financial position based on the latest SEC disclosures
On 27th of October 2022 Invesco Mortgage paid $ 0.65 per share dividend to its current shareholders
Please see Invesco Mortgage Backtesting, Invesco Mortgage Valuation, Invesco Mortgage Correlation, Invesco Mortgage Hype Analysis, Invesco Mortgage Volatility, Invesco Mortgage History as well as Invesco Mortgage Performance. You can also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.

Complementary Tools for analysis

When running Invesco Mortgage Capital price analysis, check to measure Invesco Mortgage'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 Mortgage is operating at the current time. Most of Invesco Mortgage's value examination focuses on studying past and present price action to predict the probability of Invesco Mortgage's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Mortgage's price. Additionally, you may evaluate how the addition of Invesco Mortgage to your portfolios can decrease your overall portfolio volatility.
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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
466.6 M
Quarterly Revenue Growth YOY
(0.34) 
Return On Assets
(0.07) 
Return On Equity
(69.84) 
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.