Invesco Quality Total Risk Alpha
| IQI Stock | | | USD 10.04 -0.03 -0.30% |
This technical indicator view for Total Risk Alpha organizes signals for Invesco Quality Municipal and comparable instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Review
Risk vs Return Analysis to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This suggests a position in Invesco Quality Municipal in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in producer price index.
Invesco Quality Municipal has current Total Risk Alpha of 0.023. 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] |
| = | 0.023 | |
| ER[a] | = | Expected return on investing in Invesco Quality |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco Quality |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Invesco Quality Total Risk Alpha Peers Comparison
Invesco Total Risk Alpha Relative To Other Indicators
Invesco Quality Municipal is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
99.05 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Invesco Quality Municipal is roughly
99.05 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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