Invesco Trust Total Risk Alpha
| VGM Stock | | | USD 9.87 0.05 0.51% |
Observed values used in the Total Risk Alpha indicator for Invesco Trust For are included in this dataset. The information is based on observed market data across timeframes. Invesco Trust has a market cap of 532.56 M, operating margin of 88.21%, current ratio of 1.58. Portfolio-level context is available through
World Market Map. Invesco Trust For can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Invesco Trust For's company valuation — related indicators include
signals in census.
Invesco Trust For has current Total Risk Alpha of
-0.0009. 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] |
| = | -0.0009 | |
| ER[a] | = | Expected return on investing in Invesco Trust |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco Trust |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Invesco Trust For is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Invesco Trust to Peers
Other Technical Indicators