Nuveen NWQ (Ireland) Risk Analysis And Volatility Evaluation

IE00BD3QFJ93 -- Ireland Fund  

USD 20.33  0.18  0.88%

Macroaxis considers Nuveen NWQ to be unknown risk. Nuveen NWQ Flexible has Sharpe Ratio of -0.5 which conveys that Nuveen NWQ Flexible had -0.5% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Nuveen NWQ exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Nuveen NWQ Flexibleome A USD to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Nuveen NWQ Flexible Technical Analysis

Transformation
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Nuveen NWQ Projected Return Density Against Market

Assuming 30 trading days horizon, Nuveen NWQ has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Nuveen NWQ are completely uncorrelated. Furthermore, Nuveen NWQ Flexibleome A USDIt does not look like Nuveen NWQ alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Nuveen NWQ is -200.0. The daily returns are destributed with a variance of 0.46 and standard deviation of 0.68. The mean deviation of Nuveen NWQ Flexibleome A USD is currently at 0.51. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.68
Ir
Information ratio =0.00

Nuveen NWQ Return Volatility

Nuveen NWQ Flexibleome A USD accepts 0.6793% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Nuveen NWQ Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Nuveen NWQ Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 1.56 times more volatile than Nuveen NWQ Flexibleome A USD. 6% of all equities and portfolios are less risky than Nuveen NWQ. Compared to the overall equity markets, volatility of historical daily returns of Nuveen NWQ Flexibleome A USD is lower than 6 (%) of all global equities and portfolios over the last 30 days.

Nuveen NWQ Volatility Indicators

Nuveen NWQ Flexibleome A USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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