VVR
Invesco Senior Income Trust
NYSEUSDEQUITY
Financial Services
DELAYED
Last price
2.95
■ 0.00 (0.00%)
MARKET · —
Price
Open
2.95
Prev close
2.95
Day high
2.95
Day low
2.94
Volume
441.55K
Market cap
$454.08M
P/E (TTM)
32.78
52W range
2.93 – 3.66
Trailing performance
Returnvs SPY
1W
-1.01%
+0.4%
1M
-0.67%
-4.4%
3M
-1.34%
-4.4%
6M
-9.79%
-20.9%
YTD
-9.79%
-22.1%
1Y
-18.06%
-38.1%
3Y
-23.38%
-97.5%
5Y
—
—
Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.
Fundamentals
Market cap$454.08M
Enterprise value$752.92M
Revenue (TTM)$80.52M
Gross profit$80.52M
EBITDA—
Net income$13.65M
EPS (TTM)$0.09
Free cash flow$18.67M
Total cash$15.82M
Total debt$314.67M
Book value / share$3.73
Shares outstanding153.93M
Float—
Short % of float0.11%
Dividend yield11.80%
Beta (5Y)0.18
Valuation & profitability ratios
Trailing P/E32.78
Forward P/E—
PEG ratio—
Price / sales—
Price / book0.79
EV / revenue9.35
EV / EBITDA—
Gross margin100.00%
Operating margin87.25%
Profit margin16.96%
Return on equity2.42%
Return on assets4.73%
Debt / equity58.75
Current ratio1.80
Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.
Financial statements
| Line item | 2017 |
|---|---|
| Total revenue | $72.24M |
| Cost of revenue | $0 |
| Gross profit | $0 |
| R&D | — |
| SG&A | — |
| Operating income | — |
| Pre-tax income | — |
| Tax provision | $0 |
| Net income | $167.18M |
| EBIT | $0 |
| Line item | 2017 |
|---|---|
| Cash & equivalents | — |
| Short-term investments | — |
| Net receivables | — |
| Inventory | — |
| Total current assets | — |
| Total assets | — |
| Total current liabilities | — |
| Long-term debt | — |
| Total liabilities | — |
| Retained earnings | — |
| Shareholder equity | — |
| Line item | 2017 |
|---|---|
| Net income | $167.18M |
| Depreciation | — |
| Change in working capital | — |
| Operating cash flow | — |
| Capital expenditure | — |
| Investing cash flow | — |
| Dividends paid | — |
| Buybacks | — |
| Financing cash flow | — |
| Net change in cash | — |
Earnings
Forward consensus
| Period | EPS | Analysts | Revenue | Growth |
|---|---|---|---|---|
| Current quarter | — | — | $0 | — |
| Next quarter | — | — | $0 | — |
| Current year | — | — | $0 | — |
| Next year | — | — | $0 | — |
Analyst targets & ownership
Mean target—
High target—
Low target—
Implied upside—
Analyst count—
ConsensusNONE
Strong buy / Buy0 / 0
Hold1
Sell / Strong sell0 / 0
Held by insiders0.00%
Held by institutions41.68%
Institutions holding154
Price targets, consensus spread, insider and institutional ownership.
Insider net activity
Net shares
0
Net selling
Buy transactions
0
0 shares
Sell transactions
0
—
Net transactions
0
Buys less sells
Sell : buy shares
—
Not enough filings
Insider-held shares
0
Total on file
Moving averages & technicals
SMA 10
2.96
-0.34% from price
SMA 20
2.96
-0.41% from price
SMA 50
2.98
-0.89% from price
SMA 100
3.03
-2.54% from price
SMA 200
3.13
-5.88% from price
EMA 12
2.96
-0.20% from price
EMA 26
2.97
-0.51% from price
EMA 50
2.98
-1.08% from price
RSI (14)
45.3
Neutral
MACD (12,26,9)
-0.01
Hist -0.00
ATR (14)
0.02
0.77% of price
Realised vol 30D
10.1%
Annualised
Bollinger upper
3.00
20, 2σ
Bollinger lower
2.93
20, 2σ
50 / 200 cross
Death
2.98 vs 3.13
Trend bias
Below 200
-5.88%
Risk profile
Beta vs SPY
0.29
Less volatile than market
Correlation to SPY
0.25
Largely independent
Realised vol 30D
10.1%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-19.7%
Peak to trough
Max drawdown 5Y
-35.0%
Peak to trough
ATR 14
0.02
0.77% of price
Beta (reported)
0.18
5Y monthly, from filing
Unusual options activity
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
That is the normal state — most contracts trade well inside their existing open interest.
Contracts trading at or above their open interest, ranked by notional and where the print landed.
Options analytics
Put / call volume
—
—
Put / call open interest
—
Positioning, not flow
Max pain
—
—
ATM implied vol
—
Nearest strike to spot
Skew (10% OTM)
—
—
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
—
—
Heaviest put OI
—
—
Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.
Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.
Options chain
Calls
| Strike | Last | Bid | Ask | Vol | OI | IV |
|---|---|---|---|---|---|---|
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
Puts
| Strike | Last | Bid | Ask | Vol | OI | IV |
|---|---|---|---|---|---|---|
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
Every listed expiry, both sides of the book, with volume, open interest and implied volatility.
PRIVATE STRATEGY · BY QUALIFICATION
The same data. A different seat.
The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.