B+
Bull case
25%
Probability
Target price
$8.60
Analysis reference price unavailable
Analysis 2026-08-04 · RankAlpha Sentiment Codex
IVR
Invesco Mortgage CapitalBNYSE / Financial Services
Last Price
Quote time unavailable
Current thesis
Positive Q2 economic return, stable dividend, sizable liquidity, and management's constructive Agency RMBS/CMBS outlook support gradual upside if mortgage spreads and rate volatility remain favorable. [#SEC-8K-2026-07-30]
Posture
Constructive
Lead driver
Sentiment
What changed
Sentiment remains the lead driver in the composite, 7D delta +6.8.
What can break
7.5x economic debt-to-equity creates meaningful sensitivity to funding and asset-price moves.
Momentum
24
Value
63
Sentiment
69
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $7.80 · Bull $8.60 · Bear $6.60Analysis 2026-08-04; returns require an exact persisted reference.
Data freshness
Prices
Unavailable: Price unavailable
Fundamentals
As of 2026-08-17 • Vendor: Data Vendor v1
Scores
As of 2026-09-09 • Model: HYBRID_IC_RP
AI Memo
As of 2026-08-04 • Model: RankAlpha Sentiment Codex
Investment thesisAs of 2026-09-09
Investment thesis
As of 2026-09-09
Grade is the composite factor band; factor scores use a 0–100 scale. Confidence describes evidence quality, not a probability of return. Score date: 2026-09-09. Definitions
Supporting evidence
What
Grade B · Constructive
Confidence Medium · Net Neutral
Target $8.17
Why
Momentum24 · Δ7d +0.4
Value63 · Δ7d 0.0
Sentiment69 · Δ7d +6.8
So what
Strength-led posture (Net Neutral). Favor watchlist adds and disciplined entries.
Confirming evidence
- • Sentiment remains the lead driver in the composite, 7D delta +6.8.
Contradictions & invalidation
- • 7.5x economic debt-to-equity creates meaningful sensitivity to funding and asset-price moves.
- • Geopolitical or monetary-policy shocks could widen spreads and reduce economic returns.
- • Distribution earnings declined sequentially, book value edged lower, leverage remains high, and macro or geopolitical volatility could pressure spreads, funding, and book value.
Catalyst clock
2026-07-30
Q2 2026 earnings showed positive economic return but softer distribution earnings
Lead driver: Sentiment · See AI snapshot
Momentum
24
9% active weight
Current posture
7d trendImproving
Δ7d
+0.4
Δ21d
-0.5
Value
63
28% active weight
Current posture
7d trendFlat
Δ7d
0.0
Δ21d
+0.0
Sentiment
69
62% active weight
Current posture
7d trendImproving
Δ7d
+6.8
Δ21d
+7.3
Why this grade
Composite grade B. Momentum 24.1 / Value 63.3 / Sentiment 69.3
Scenario snapshot
Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-08-04. Scenario method
Most likely
B
Base case
50%
Probability
Target price
$7.80
Analysis reference price unavailable
Analysis 2026-08-04 · RankAlpha Sentiment Codex
B-
Bear case
25%
Probability
Target price
$6.60
Analysis reference price unavailable
Analysis 2026-08-04 · RankAlpha Sentiment Codex
Fundamentals (TTM)As of 2026-08-17
Fundamentals (TTM)
As of 2026-08-17
Market Cap
$809.46M
Beta
1.71
Shares Out
107.64M
P/E (TTM)
16.7
P/S (TTM)
2.05
P/FCF (TTM)
12.10
Rev YoY
+37.9%
EPS YoY
-183.4%
Gross Margin
+96.5%
Op Margin
+100.5%
Net Debt
$5.45B
Current Ratio
0.04
As of 2026-09-09 • Updated nightlySource: Internal modelMethods & Data