Nuveen Core Plus Stock Alpha and Beta Analysis
| NPCT Stock | USD 11.36 0.05 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nuveen Core Plus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nuveen Core over a specified time horizon. Remember, high Nuveen Core's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Nuveen Core's market risk premium analysis include:
Beta 0.21 | Alpha (0.01) | Risk 0.59 | Sharpe Ratio 0.0479 | Expected Return 0.028 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Nuveen |
Nuveen Core Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nuveen Core market risk premium is the additional return an investor will receive from holding Nuveen Core long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Nuveen Core. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Nuveen Core's performance over market.| α | -0.0065 | β | 0.21 |
Nuveen Core expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Nuveen Core's Buy-and-hold return. Our buy-and-hold chart shows how Nuveen Core performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nuveen Core Market Price Analysis
Market price analysis indicators help investors to evaluate how Nuveen Core stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nuveen Core shares will generate the highest return on investment. By understating and applying Nuveen Core stock market price indicators, traders can identify Nuveen Core position entry and exit signals to maximize returns.
Nuveen Core Return and Market Media
The median price of Nuveen Core for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 11.31 with a coefficient of variation of 1.39. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 11.3, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Nuveen Core dividend paid on 13th of September 2024 | 09/13/2024 |
1 | Disposition of 7196 shares by Saba Capital Management, L.p. of Nuveen Core at 10.08 subject to Rule 16b-3 | 09/20/2024 |
| Nuveen Core dividend paid on 1st of October 2024 | 10/01/2024 |
| Nuveen Core dividend paid on 1st of November 2024 | 11/01/2024 |
2 | Acquisition by Saba Capital Management, L.p. of 25106 shares of Nuveen Core at 10.11 subject to Rule 16b-3 | 11/07/2024 |
3 | Disposition of 25144 shares by Saba Capital Management, L.p. of Nuveen Core at 11.51 subject to Rule 16b-3 | 11/11/2024 |
4 | Disposition of 8598 shares by Saba Capital Management, L.p. of Nuveen Core at 11. subject to Rule 16b-3 | 11/12/2024 |
5 | Disposition of 21029 shares by Saba Capital Management, L.p. of Nuveen Core at 11.21 subject to Rule 16b-3 | 11/14/2024 |
6 | Disposition of 7309 shares by Saba Capital Management, L.p. of Nuveen Core at 11.09 subject to Rule 16b-3 | 11/15/2024 |
7 | Disposition of 34207 shares by Saba Capital Management, L.p. of Nuveen Core at 11.09 subject to Rule 16b-3 | 11/18/2024 |
8 | Disposition of 19537 shares by Saba Capital Management, L.p. of Nuveen Core at 11.06 subject to Rule 16b-3 | 11/20/2024 |
9 | Disposition of 71882 shares by Saba Capital Management, L.p. of Nuveen Core at 11.21 subject to Rule 16b-3 | 11/22/2024 |
10 | Disposition of 45356 shares by Saba Capital Management, L.p. of Nuveen Core at 11.32 subject to Rule 16b-3 | 11/25/2024 |
11 | Nuveen core plus impact fund sees 1.26 million in stock sales | 11/26/2024 |
12 | Disposition of 44837 shares by Saba Capital Management, L.p. of Nuveen Core at 11.28 subject to Rule 16b-3 | 11/27/2024 |
13 | Nuveen core plus impact fund sees 817,408 in stock sales | 11/29/2024 |
| Nuveen Core dividend paid on 2nd of December 2024 | 12/02/2024 |
About Nuveen Core Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Nuveen or other stocks. Alpha measures the amount that position in Nuveen Core Plus has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nuveen Core in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nuveen Core's short interest history, or implied volatility extrapolated from Nuveen Core options trading.
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Additional Tools for Nuveen Stock Analysis
When running Nuveen Core's price analysis, check to measure Nuveen Core's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Nuveen Core is operating at the current time. Most of Nuveen Core's value examination focuses on studying past and present price action to predict the probability of Nuveen Core's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nuveen Core's price. Additionally, you may evaluate how the addition of Nuveen Core to your portfolios can decrease your overall portfolio volatility.