Nuveen Variable Rate Stock Volatility
| NPFD Stock | USD 18.70 0.09 0.48% |
At this point, Nuveen Variable is very steady. Nuveen Variable Rate has Sharpe Ratio of 0.021, which conveys that the firm had a 0.021 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nuveen Variable, which you can use to evaluate the volatility of the firm. Please verify Nuveen Variable's Downside Deviation of 0.6972, risk adjusted performance of 0.0375, and Mean Deviation of 0.5238 to check out if the risk estimate we provide is consistent with the expected return of 0.0147%. Key indicators related to Nuveen Variable's volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
Nuveen Variable Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Nuveen daily returns, and it is calculated using variance and standard deviation. We also use Nuveen's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Nuveen Variable volatility.
Nuveen |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Nuveen Variable can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Nuveen Variable at lower prices to lower their average cost per share. Similarly, when the prices of Nuveen Variable's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Nuveen Stock
| 0.31 | AB | AllianceBernstein Normal Trading | PairCorr |
Nuveen Variable Market Sensitivity And Downside Risk
Nuveen Variable's beta coefficient measures the volatility of Nuveen stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Nuveen stock's returns against your selected market. In other words, Nuveen Variable's beta of 0.2 provides an investor with an approximation of how much risk Nuveen Variable stock can potentially add to one of your existing portfolios. Nuveen Variable Rate exhibits relatively low volatility with skewness of 0.07 and kurtosis of 0.72. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Nuveen Variable's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Nuveen Variable's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Nuveen Variable Rate Demand TrendCheck current 90 days Nuveen Variable correlation with market (Dow Jones Industrial)Nuveen Beta |
Nuveen standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 0.7 |
It is essential to understand the difference between upside risk (as represented by Nuveen Variable's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Nuveen Variable's daily returns or price. Since the actual investment returns on holding a position in nuveen stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Nuveen Variable.
Nuveen Variable Rate Stock Volatility Analysis
Volatility refers to the frequency at which Nuveen Variable stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Nuveen Variable's price changes. Investors will then calculate the volatility of Nuveen Variable's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Nuveen Variable's volatility:
Historical Volatility
This type of stock volatility measures Nuveen Variable's fluctuations based on previous trends. It's commonly used to predict Nuveen Variable's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Nuveen Variable's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Nuveen Variable's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Nuveen Variable Rate Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Nuveen Variable Projected Return Density Against Market
Given the investment horizon of 90 days Nuveen Variable has a beta of 0.1973 . This indicates as returns on the market go up, Nuveen Variable average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Nuveen Variable Rate will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Nuveen Variable or Capital Markets sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Nuveen Variable's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Nuveen stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Nuveen Variable Rate has an alpha of 0.0187, implying that it can generate a 0.0187 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Nuveen Variable Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Nuveen Variable Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Nuveen Variable is 4757.38. The daily returns are distributed with a variance of 0.49 and standard deviation of 0.7. The mean deviation of Nuveen Variable Rate is currently at 0.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | 0.20 | |
σ | Overall volatility | 0.70 | |
Ir | Information ratio | 0 |
Nuveen Variable Stock Return Volatility
Nuveen Variable historical daily return volatility represents how much of Nuveen Variable stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 0.7007% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8496% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Nuveen Variable Volatility
Volatility is a rate at which the price of Nuveen Variable or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Nuveen Variable may increase or decrease. In other words, similar to Nuveen's beta indicator, it measures the risk of Nuveen Variable and helps estimate the fluctuations that may happen in a short period of time. So if prices of Nuveen Variable fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Market Cap | 521.5 M | 488.2 M |
Nuveen Variable's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Nuveen Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Nuveen Variable's price varies over time.
3 ways to utilize Nuveen Variable's volatility to invest better
Higher Nuveen Variable's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Nuveen Variable Rate stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Nuveen Variable Rate stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Nuveen Variable Rate investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Nuveen Variable's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Nuveen Variable's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Nuveen Variable Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.85 and is 1.21 times more volatile than Nuveen Variable Rate. Compared to the overall equity markets, volatility of historical daily returns of Nuveen Variable Rate is lower than 6 percent of all global equities and portfolios over the last 90 days. You can use Nuveen Variable Rate to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of Nuveen Variable to be traded at $19.64 in 90 days.Modest diversification
The correlation between Nuveen Variable Rate and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Nuveen Variable Rate and DJI in the same portfolio, assuming nothing else is changed.
Nuveen Variable Additional Risk Indicators
The analysis of Nuveen Variable's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Nuveen Variable's investment and either accepting that risk or mitigating it. Along with some common measures of Nuveen Variable stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0375 | |||
| Market Risk Adjusted Performance | 0.1245 | |||
| Mean Deviation | 0.5238 | |||
| Semi Deviation | 0.6274 | |||
| Downside Deviation | 0.6972 | |||
| Coefficient Of Variation | 2104.42 | |||
| Standard Deviation | 0.686 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Nuveen Variable Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Nuveen Variable as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Nuveen Variable's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Nuveen Variable's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Nuveen Variable Rate.
Complementary Tools for Nuveen Stock analysis
When running Nuveen Variable's price analysis, check to measure Nuveen Variable'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 Variable is operating at the current time. Most of Nuveen Variable's value examination focuses on studying past and present price action to predict the probability of Nuveen Variable'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 Variable's price. Additionally, you may evaluate how the addition of Nuveen Variable to your portfolios can decrease your overall portfolio volatility.
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |