Nuveen Winslow Large Cap Fund Market Value
| NWCCX Fund | USD 41.23 0.31 0.75% |
| Symbol | Nuveen |
Nuveen Winslow '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 Winslow'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 Winslow.
| 05/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Nuveen Winslow on May 30, 2022 and sell it all today you would earn a total of 0.00 from holding Nuveen Winslow Large Cap or generate 0.0% return on investment in Nuveen Winslow over 690 days. Nuveen Winslow is related to or competes with American Funds. The fund invests at least 80 percent of the sum of its net assets and the amount of any borrowings for investment purpos... More
Nuveen Winslow 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 Winslow'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 Winslow Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9444 | |||
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.73 |
Nuveen Winslow Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Winslow's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Winslow's standard deviation. In reality, there are many statistical measures that can use Nuveen Winslow historical prices to predict the future Nuveen Winslow's volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 0.1596 | |||
| Total Risk Alpha | 0.0291 | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | (0.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nuveen Winslow's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Nuveen Winslow Large Backtested Returns
We consider Nuveen Winslow very steady. Nuveen Winslow Large has Sharpe Ratio of 0.0572, which conveys that the entity had a 0.0572% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nuveen Winslow, which you can use to evaluate the volatility of the fund. Please verify Nuveen Winslow's Mean Deviation of 0.8262, downside deviation of 0.9444, and Risk Adjusted Performance of 0.0854 to check out if the risk estimate we provide is consistent with the expected return of 0.0629%. The fund secures a Beta (Market Risk) of -0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Nuveen Winslow are expected to decrease at a much lower rate. During the bear market, Nuveen Winslow is likely to outperform the market.
Auto-correlation | 0.52 |
Modest predictability
Nuveen Winslow Large Cap has modest predictability. Overlapping area represents the amount of predictability between Nuveen Winslow time series from 30th of May 2022 to 10th of May 2023 and 10th of May 2023 to 19th of April 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 Winslow Large price movement. The serial correlation of 0.52 indicates that about 52.0% of current Nuveen Winslow price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 16.08 |
Nuveen Winslow Large lagged returns against current returns
Autocorrelation, which is Nuveen Winslow 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 Winslow's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Winslow returns to help us make a trade decision. For example, suppose you find that Nuveen Winslow 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 Winslow 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 Winslow mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Winslow 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 Winslow mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Winslow Lagged Returns
When evaluating Nuveen Winslow's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Winslow mutual fund have on its future price. Nuveen Winslow 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 Winslow autocorrelation shows the relationship between Nuveen Winslow mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Winslow Large Cap.
Regressed Prices |
| Timeline |
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 Winslow 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 Winslow's short interest history, or implied volatility extrapolated from Nuveen Winslow options trading.
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Try AI Portfolio ArchitectCheck out Nuveen Winslow Correlation, Nuveen Winslow Volatility and Nuveen Winslow Alpha and Beta module to complement your research on Nuveen Winslow. Note that the Nuveen Winslow Large information on this page should be used as a complementary analysis to other Nuveen Winslow's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Nuveen Winslow technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.