Nuveen Infrastructure Income Fund Market Value
| NUSIX Fund | USD 10.14 0.01 0.1% |
| Symbol | Nuveen |
Nuveen Infrastructure 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Nuveen Infrastructure's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Nuveen Infrastructure.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Nuveen Infrastructure on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Nuveen Infrastructure Income or generate 0.0% return on investment in Nuveen Infrastructure over 30 days. Nuveen Infrastructure is related to or competes with Navigator Equity, Northern Lights, Navigator Tactical, Navigator Tactical, Navigator Tactical, Navigator Tactical, and Nuveen Infrastructure. The fund invests at least 80 percent of its assets, defined as net assets plus the amount of any borrowings for investme... More
Nuveen Infrastructure Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Nuveen Infrastructure's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Nuveen Infrastructure Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (2.76) | |||
| Maximum Drawdown | 0.0998 | |||
| Potential Upside | 0.0995 |
Nuveen Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Infrastructure's standard deviation. In reality, there are many statistical measures that can use Nuveen Infrastructure historical prices to predict the future Nuveen Infrastructure's volatility.| Risk Adjusted Performance | 0.1607 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | 0.0019 | |||
| Treynor Ratio | (5.03) |
Nuveen Infrastructure Backtested Returns
At this stage we consider Nuveen Mutual Fund to be very steady. Nuveen Infrastructure has Sharpe Ratio of 0.48, which conveys that the entity had a 0.48% return per unit of risk over the last 3 months. We have found twenty technical indicators for Nuveen Infrastructure, which you can use to evaluate the volatility of the fund. Please verify Nuveen Infrastructure's Standard Deviation of 0.0386, risk adjusted performance of 0.1607, and Mean Deviation of 0.0295 to check out if the risk estimate we provide is consistent with the expected return of 0.0189%. The fund secures a Beta (Market Risk) of -0.0016, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nuveen Infrastructure are expected to decrease at a much lower rate. During the bear market, Nuveen Infrastructure is likely to outperform the market.
Auto-correlation | 0.77 |
Good predictability
Nuveen Infrastructure Income has good predictability. Overlapping area represents the amount of predictability between Nuveen Infrastructure time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nuveen Infrastructure price movement. The serial correlation of 0.77 indicates that around 77.0% of current Nuveen Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nuveen Infrastructure lagged returns against current returns
Autocorrelation, which is Nuveen Infrastructure mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Nuveen Infrastructure's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Infrastructure returns to help us make a trade decision. For example, suppose you find that Nuveen Infrastructure has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Nuveen Infrastructure regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Nuveen Infrastructure mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Infrastructure mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nuveen Infrastructure mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Infrastructure Lagged Returns
When evaluating Nuveen Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Infrastructure mutual fund have on its future price. Nuveen Infrastructure autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Nuveen Infrastructure autocorrelation shows the relationship between Nuveen Infrastructure mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Infrastructure Income.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Nuveen Mutual Fund
Nuveen Infrastructure financial ratios help investors to determine whether Nuveen Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Nuveen with respect to the benefits of owning Nuveen Infrastructure security.
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