Invesco Mutual Fund Alpha and Beta Analysis

PKRAX
 Fund
  

USD 10.38  0.08  0.76%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Peak Retirement. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Peak over a specified time horizon. Remember, high Invesco Peak'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.
Please check Invesco Peak Backtesting, Portfolio Optimization, Invesco Peak Correlation, Invesco Peak Hype Analysis, Invesco Peak Volatility, Invesco Peak History and analyze Invesco Peak Performance.
  
Please note that although Invesco Peak alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Invesco Peak did 0.09  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Invesco Peak Retirement fund's relative risk over its benchmark. Invesco Peak Retirement has a beta of 0.0152  . Let's try to break down what Invesco's beta means in this case. As returns on the market increase, Invesco Peak returns are expected to increase less than the market. However, during the bear market, the loss on holding Invesco Peak will be expected to be smaller as well.
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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 Peak Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Peak market risk premium is the additional return an investor will receive from holding Invesco Peak 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 Peak. 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 Peak's performance over market.
α-0.09   β0.0152
90 days against DJI

Invesco Peak 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 Peak's Buy-and-hold return. Our buy-and-hold chart shows how Invesco Peak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Invesco Peak Market Price Analysis

Market price analysis indicators help investors to evaluate how Invesco Peak mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco Peak shares will generate the highest return on investment. By understating and applying Invesco Peak mutual fund market price indicators, traders can identify Invesco Peak position entry and exit signals to maximize returns.

Invesco Peak Return and Market Media

The median price of Invesco Peak for the period between Wed, Jul 6, 2022 and Tue, Oct 4, 2022 is 11.26 with a coefficient of variation of 3.77. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 11.29, and mean deviation of 0.35. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Invesco Peak 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 funds. Alpha measures the amount that position in Invesco Peak Retirement 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 Peak 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 Peak's short interest history, or implied volatility extrapolated from Invesco Peak options trading.

Build Portfolio with Invesco Peak

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Invesco Peak Backtesting, Portfolio Optimization, Invesco Peak Correlation, Invesco Peak Hype Analysis, Invesco Peak Volatility, Invesco Peak History and analyze Invesco Peak Performance. Note that the Invesco Peak Retirement information on this page should be used as a complementary analysis to other Invesco Peak's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try CEO Directory module to screen CEOs from public companies around the world.

Complementary Tools for Invesco Mutual Fund analysis

When running Invesco Peak Retirement price analysis, check to measure Invesco Peak'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 Peak is operating at the current time. Most of Invesco Peak's value examination focuses on studying past and present price action to predict the probability of Invesco Peak's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Peak's price. Additionally, you may evaluate how the addition of Invesco Peak to your portfolios can decrease your overall portfolio volatility.
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Invesco Peak technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of Invesco Peak technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Peak trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...