Invesco Trust Correlations

VTN Stock

USD 11.60 0.02 0.17%

The current 90-days correlation between Invesco Trust For and Invesco Pennsylvania Value is 0.11 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco Trust For moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Invesco Trust Correlation With Market

Average diversification

The correlation between Invesco Trust For and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Invesco Trust For and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Invesco Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Invesco Trust For. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

Moving together with Invesco Stock

0.8	MUFG	Mitsubishi UFJ Financial Normal Trading	Pair Corr
0.73	MBFJF	Mitsubishi UFJ Financial	Pair Corr
0.79	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.77	SMFNF	Sumitomo Mitsui Financial	Pair Corr
0.71	MFG	Mizuho Financial	Pair Corr
0.7	MZHOF	Mizuho Financial Normal Trading	Pair Corr
0.66	TRV	The Travelers Companies	Pair Corr
0.75	MRK	Merck Company	Pair Corr
0.63	AA	Alcoa Corp	Pair Corr
0.73	WMT	Walmart Common Stock	Pair Corr

Moving against Invesco Stock

0.55	HD	Home Depot	Pair Corr
0.32	T	ATT Inc	Pair Corr

Related Correlations Analysis

	VPV	DUNK	BVAOX	FLRUX	NEEGX	CBLLX	WSBFX	WELNX	NESGX	ASQIX
VPV		0.08	-0.25	-0.1	-0.08	0.0	-0.02	0.25	-0.24	-0.11	VPV
DUNK	0.08		0.35	-0.25	0.28	0.0	-0.47	0.55	0.31	-0.36	DUNK
BVAOX	-0.25	0.35		0.11	0.24	0.0	-0.24	-0.14	0.42	0.04	BVAOX
FLRUX	-0.1	-0.25	0.11		0.64	0.0	0.88	0.25	0.54	0.96	FLRUX
NEEGX	-0.08	0.28	0.24	0.64		0.0	0.43	0.67	0.82	0.65	NEEGX
CBLLX	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	CBLLX
WSBFX	-0.02	-0.47	-0.24	0.88	0.43	0.0		0.17	0.3	0.92	WSBFX
WELNX	0.25	0.55	-0.14	0.25	0.67	0.0	0.17		0.45	0.22	WELNX
NESGX	-0.24	0.31	0.42	0.54	0.82	0.0	0.3	0.45		0.53	NESGX
ASQIX	-0.11	-0.36	0.04	0.96	0.65	0.0	0.92	0.22	0.53		ASQIX
	VPV	DUNK	BVAOX	FLRUX	NEEGX	CBLLX	WSBFX	WELNX	NESGX	ASQIX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

ASQIX	+ 0.96	FLRUX
ASQIX	+ 0.92	WSBFX
WSBFX	+ 0.88	FLRUX
NESGX	+ 0.82	NEEGX
WELNX	+ 0.67	NEEGX
ASQIX	+ 0.65	NEEGX

High negative correlations

WSBFX	- 0.47	DUNK
ASQIX	- 0.36	DUNK
FLRUX	- 0.25	DUNK
BVAOX	- 0.25	VPV
WSBFX	- 0.24	BVAOX
NESGX	- 0.24	VPV

Risk-Adjusted Indicators

There is a big difference between Invesco Stock performing well and Invesco Trust Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Invesco Trust's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VPV	0.35	0.03	(0.09)	(1.80)	0.36	(0.46)	0.96	(0.58)	2.30
DUNK	0.71	(0.09)	0.00	(0.05)	0.00	0.00	1.59	(1.47)	4.19
BVAOX	0.97	(0.11)	0.00	(0.02)	0.00	0.00	1.96	(1.67)	12.16
FLRUX	0.25	0.01	(0.11)	0.12	0.16	(0.30)	0.54	(0.42)	1.99
NEEGX	1.56	0.06	0.05	0.10	2.36	(1.64)	2.58	(3.24)	18.22
CBLLX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
WSBFX	0.45	0.18	0.31	0.66	0.00	(0.60)	0.90	(0.51)	7.37
WELNX	0.73	0.08	0.04	0.23	0.80	(0.77)	1.99	(1.58)	4.20
NESGX	1.67	(0.10)	(0.01)	0.02	2.22	(1.84)	3.09	(4.29)	10.20
ASQIX	0.89	0.14	0.13	0.21	0.83	(1.01)	2.05	(1.55)	4.48

Invesco Trust Corporate Management

Andrew Schlossberg	Senior Vice President	Profile
Anthony LaCava	Independent Trustee	Profile
Teresa Ressel	Independent Trustee	Profile
Tim OReilly	Portfolio Manager	Profile
Robert Leveille	Chief Compliance Officer	Profile

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