Invesco Piotroski F Score

IVR
 Stock
  

USD 12.89  0.15  1.18%   

This module uses fundamental data of Invesco Mortgage to approximate its Piotroski F score. Invesco Mortgage F Score is determined by combining nine binary scores representing 3 distinct fundamental categories of Invesco Mortgage Capital. These three categories are profitability, efficiency, and funding. Some research analysts and sophisticated value traders use Piotroski F Score to find opportunities outside of the conventional market and financial statement analysis.They believe that some of the new information about Invesco Mortgage financial position does not get reflected in the current market share price suggesting a possibility of arbitrage. Please see Invesco Mortgage Altman Z Score, Invesco Mortgage Correlation, Invesco Mortgage Valuation, as well as analyze Invesco Mortgage Alpha and Beta and Invesco Mortgage Hype Analysis.
  
Invesco Mortgage Total Debt is relatively stable at the moment as compared to the past year. Invesco Mortgage reported last year Total Debt of 6.99 Billion. As of 12/07/2022, Debt to Equity Ratio is likely to grow to 0.55, while Long Term Debt is likely to drop slightly above 1.5 B. Invesco Mortgage Dividend Yield is relatively stable at the moment as compared to the past year. Invesco Mortgage reported last year Dividend Yield of 0.13. As of 12/07/2022, Dividends per Basic Common Share is likely to grow to 3.59, while Long Term Debt to Equity is likely to drop 0.63.
At this time, it appears that Invesco Mortgage's Piotroski F Score is Poor. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
4.0
Piotroski F Score - Poor
1
Current Return On AssetsNegativeFocus
2
Change in Return on AssetsDecreasedFocus
3
Cash Flow Return on AssetsPositiveFocus
4
Current Quality of Earnings (accrual)ImprovingFocus
5
Asset Turnover GrowthDecreaseFocus
6
Current Ratio ChangeIncreaseFocus
7
Long Term Debt Over Assets ChangeHigher LeverageFocus
8
Change In Outstending SharesDecreaseFocus
9
Change in Gross MarginNo ChangeFocus

Invesco Mortgage Piotroski F Score Drivers

The critical factor to consider when applying the Piotroski F Score to Invesco Mortgage is to make sure Invesco is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Invesco Mortgage's auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Invesco Mortgage's financial numbers are properly reported.
Current ValueLast YearChange From Last Year 10 Year Trend
Weighted Average Shares Diluted27 M27.5 M
Fairly Down
Decreasing
Stable
Weighted Average Shares26.7 M27.5 M
Sufficiently Down
Decreasing
Stable
Return on Average Assets(1.08)(1.0541)
Fairly Down
Decreasing
Slightly volatile
Net Cash Flow from Operations156.3 M152.3 M
Fairly Up
Decreasing
Slightly volatile
Current Liabilities11.9 B12.5 B
Sufficiently Down
Increasing
Stable
Total Liabilities7.2 BB
Fairly Up
Decreasing
Stable
Gross Margin(9.86)(9.61)
Fairly Down
Decreasing
Slightly volatile
Total Debt9.6 BB
Significantly Up
Decreasing
Slightly volatile
Asset Turnover0.04390.0504
Fairly Down
Increasing
Stable
Current Assets409.7 M333.5 M
Fairly Up
Decreasing
Stable
Total Assets8.7 B8.4 B
Fairly Up
Decreasing
Stable

Invesco Mortgage Capital F Score Driver Matrix

One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Invesco Mortgage's different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Invesco Mortgage in a much-optimized way.

About Invesco Mortgage Piotroski F Score

F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.

Weighted Average Shares

26.7 Million

Invesco Mortgage Weighted Average Shares is relatively stable at the moment as compared to the past year. Invesco Mortgage reported last year Weighted Average Shares of 27.51 Million

Invesco Mortgage Current Valuation Drivers

We derive many important indicators used in calculating different scores of Invesco Mortgage from analyzing Invesco Mortgage's financial statements. These drivers represent accounts that assess Invesco Mortgage's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Invesco Mortgage's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Average Assets17.71 B18.34 B22.49 B6.71 B9.22 B11.89 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA285.22 M381.31 M425.65 M(56.51 M)(64.99 M)(66.7 M)
Earnings Before Interest Taxes and Depreciation Amortization USD348.61 M(70.79 M)364.1 M(1.67 B)(90 M)(92.37 M)
Earnings before Tax348.61 M(70.79 M)364.1 M(1.67 B)(90 M)(92.37 M)
Average Equity2.47 B2.43 B2.8 B1.29 B1.43 B1.69 B
Enterprise Value17.81 B17.54 B21.89 B5.43 B8.25 B11.06 B
Free Cash Flow290.6 M304.26 M343.36 M170.46 M152.29 M214.82 M
Invested Capital34.44 B32.93 B41.24 B15.47 B14.85 B20.7 B
Invested Capital Average32.63 B33.78 B41.33 B11.56 B16.42 B21.48 B
Market Capitalization1.99 B1.62 B2.38 B613.05 M866.64 M1.16 B
Tangible Asset Value18.66 B17.81 B22.35 B8.63 B8.44 B11.47 B

About Invesco Mortgage Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Invesco Mortgage Capital's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Invesco Mortgage using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Invesco Mortgage Capital based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Invesco Mortgage Capital Inc. operates as a real estate investment trust that primarily focuses on investing in, financing, and managing mortgage-backed securities and other mortgage-related assets. The company was incorporated in 2008 and is headquartered in Atlanta, Georgia. Invesco Mortgage operates under REITMortgage classification in the United States and is traded on New York Stock Exchange.

Invesco Mortgage Investors Sentiment

The influence of Invesco Mortgage's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Invesco. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Invesco Mortgage's public news can be used to forecast risks associated with investment in Invesco. The trend in average sentiment can be used to explain how an investor holding Invesco can time the market purely based on public headlines and social activities around Invesco Mortgage Capital. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Invesco Mortgage's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Invesco Mortgage's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Invesco Mortgage's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Invesco Mortgage.

Invesco Mortgage Implied Volatility

    
  17.49  
Invesco Mortgage's implied volatility exposes the market's sentiment of Invesco Mortgage Capital stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Invesco Mortgage's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Invesco Mortgage stock will not fluctuate a lot when Invesco Mortgage's options are near their expiration.
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 Mortgage 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 Mortgage's short interest history, or implied volatility extrapolated from Invesco Mortgage options trading.

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Please see Invesco Mortgage Altman Z Score, Invesco Mortgage Correlation, Invesco Mortgage Valuation, as well as analyze Invesco Mortgage Alpha and Beta and Invesco Mortgage Hype Analysis. You can also try Transaction History module to view history of all your transactions and understand their impact on performance.

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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
452.6 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.