Invesco Z Score

IVR
 Stock
  

USD 13.37  0.12  0.91%   

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Please see Invesco Mortgage Piotroski F Score and Invesco Mortgage Valuation analysis.
  
Invesco Mortgage Invested Capital is relatively stable at the moment as compared to the past year. Invesco Mortgage reported last year Invested Capital of 14.85 Billion. As of 12/05/2022, Invested Capital Average is likely to grow to about 21.5 B, while Return on Invested Capital is likely to drop (0.005395) . Invesco Mortgage Net Income to Non Controlling Interests is relatively stable at the moment as compared to the past year. Invesco Mortgage reported last year Net Income to Non Controlling Interests of 228,600. As of 12/05/2022, Operating Expenses is likely to grow to about 33.8 M, while Consolidated Income is likely to drop (92.4 M).

Invesco Z Score Analysis

Invesco Mortgage's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
 2017 2021 (projected)
Long Term Debt to Equity0.680.65
Interest Coverage46.341.67
Z Score 
 = 
Sum Of  
 
5 Factors 
More About Z Score | All Equity Analysis
First Factor
 = 
1.2 * (
Working Capital
/
Total Assets )
Second Factor
 = 
1.4 * (
Retained Earnings
/
Total Assets )
Thrid Factor
 = 
3.3 * (
EBITAD
/
Total Assets )
Fouth Factor
 = 
0.6 * (
Market Value of Equity
/
Total Liabilities )
Fifth Factor
 = 
0.99 * (
Revenue
/
Total Assets )

Invesco Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Invesco Mortgage is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Invesco Mortgage's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Invesco Mortgage's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Invesco Mortgage's interrelated accounts and indicators.
To calculate Z-Score one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. Z-Score can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition

According to the company's disclosures, Invesco Mortgage Capital has a Z Score of 0.0. This is 100.0% lower than that of the Mortgage Real Estate Investment Trusts (REITs) sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

Invesco Z Score Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Invesco Mortgage's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. 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 of similar companies.
Invesco Mortgage is currently under evaluation in z score category among related companies.

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

Invesco Mortgage Institutional Holders

Institutional Holdings refers to the ownership stake in Invesco Mortgage that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Invesco Mortgage's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Invesco Mortgage's value.
Security TypeSharesValue
Zweigdimenna Associates LlcCommon Shares77.3 K1.2 M
Zweigdimenna Associates LlcCommon Shares84.1 K1.2 M
Zweigdimenna Associates LlcCommon Shares84.8 K1.4 M
Zurcher Kantonalbank Zurich CantonalbankCommon Shares3.9 K43 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares3.9 K57 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares39.1 K89 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares39.1 K109 K

Invesco Fundamentals

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

    
  61.65  
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.

Becoming a Better Investor with Macroaxis

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Please see Invesco Mortgage Piotroski F Score and Invesco Mortgage Valuation analysis. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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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
474.6 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.