Invesco Mutual Fund Alpha and Beta Analysis

EMVIX
 Fund
  

USD 7.91  0.09  1.15%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco Oppenheimer Emerging. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco Oppenheimer over a specified time horizon. Remember, high Invesco Oppenheimer'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.
Continue to Invesco Oppenheimer Backtesting, Portfolio Optimization, Invesco Oppenheimer Correlation, Invesco Oppenheimer Hype Analysis, Invesco Oppenheimer Volatility, Invesco Oppenheimer History and analyze Invesco Oppenheimer Performance.
  
Please note that although Invesco Oppenheimer 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 Oppenheimer did 0.0005953  better 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 Oppenheimer Emerging fund's relative risk over its benchmark. Invesco Oppenheimer has a beta of 0.0294  . Let's try to break down what Invesco's beta means in this case. As returns on the market increase, Invesco Oppenheimer returns are expected to increase less than the market. However, during the bear market, the loss on holding Invesco Oppenheimer 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 Oppenheimer Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco Oppenheimer market risk premium is the additional return an investor will receive from holding Invesco Oppenheimer 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 Oppenheimer. 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 Oppenheimer's performance over market.
α0.0005953   β0.0294
90 days against DJI

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

Invesco Oppenheimer Market Price Analysis

Market price analysis indicators help investors to evaluate how Invesco Oppenheimer 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 Oppenheimer shares will generate the highest return on investment. By understating and applying Invesco Oppenheimer mutual fund market price indicators, traders can identify Invesco Oppenheimer position entry and exit signals to maximize returns.

Invesco Oppenheimer Return and Market Media

The median price of Invesco Oppenheimer for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 7.6 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 7.58, and mean deviation of 0.15. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Invesco Oppenheimer 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Invesco Oppenheimer 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.

Invesco Oppenheimer Investors Sentiment

The influence of Invesco Oppenheimer'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.
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 Oppenheimer 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 Oppenheimer's short interest history, or implied volatility extrapolated from Invesco Oppenheimer options trading.

Build Portfolio with Invesco Oppenheimer

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Continue to Invesco Oppenheimer Backtesting, Portfolio Optimization, Invesco Oppenheimer Correlation, Invesco Oppenheimer Hype Analysis, Invesco Oppenheimer Volatility, Invesco Oppenheimer History and analyze Invesco Oppenheimer Performance. Note that the Invesco Oppenheimer information on this page should be used as a complementary analysis to other Invesco Oppenheimer'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Invesco Mutual Fund analysis

When running Invesco Oppenheimer price analysis, check to measure Invesco Oppenheimer'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 Oppenheimer is operating at the current time. Most of Invesco Oppenheimer's value examination focuses on studying past and present price action to predict the probability of Invesco Oppenheimer's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Oppenheimer's price. Additionally, you may evaluate how the addition of Invesco Oppenheimer to your portfolios can decrease your overall portfolio volatility.
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Invesco Oppenheimer 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, stock market cycles, or different charting patterns.
A focus of Invesco Oppenheimer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Oppenheimer 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...