Invesco Value Total Risk Alpha
| IIM Stock | | | USD 12.74 -0.01 -0.08% |
The Total Risk Alpha technical lookup provides context for Invesco Value Municipal and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Invesco Value has a market cap of 599.65 M, operating margin of 88.46%, ROE of -4.48%. Review
Risk vs Return Analysis for broader portfolio context. This reflects a position in Invesco Value Municipal within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Invesco Value Municipal has current Total Risk Alpha of 0.076. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.076 | |
| ER[a] | = | Expected return on investing in Invesco Value |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco Value |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Invesco Value Total Risk Alpha Peers Comparison
Invesco Total Risk Alpha Relative To Other Indicators
Invesco Value Municipal lands at
#2 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
63.39 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Invesco Value Municipal sits at
63.39 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.