Nuveen Real Estate Fund Market Value
| FREAX Fund | USD 13.66 0.08 0.58% |
| Symbol | Nuveen |
Nuveen Real '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 Real'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 Real.
| 11/06/2022 |
| 12/01/2023 |
If you would invest 0.00 in Nuveen Real on November 6, 2022 and sell it all today you would earn a total of 0.00 from holding Nuveen Real Estate or generate 0.0% return on investment in Nuveen Real over 390 days. Nuveen Real is related to or competes with Vanguard Reit, Vanguard Reit, Dfa Real, Cohen Steers, Cohen Steers, Cohen Steers, and Vanguard Reit. The fund normally invests at least 80 percent of the sum of its net assets and the amount of any borrowings for investme... More
Nuveen Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.013875) | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 1.79 |
Nuveen Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Real's standard deviation. In reality, there are many statistical measures that can use Nuveen Real historical prices to predict the future Nuveen Real's volatility.| Risk Adjusted Performance | (0.00019813) | |||
| Jensen Alpha | (0.017808) | |||
| Total Risk Alpha | (0.019233) | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Nuveen Real'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. Please use the tools below to analyze the current value of Nuveen Real in the context of predictive analytics.
Nuveen Real Estate Backtested Returns
Nuveen Real Estate has Sharpe Ratio of -0.0096, which conveys that the entity had -0.0096% of return per unit of risk over the last 3 months. Our standpoint towards estimating the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Nuveen Real exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please verify Nuveen Real Estate Risk Adjusted Performance of (0.00019813), mean deviation of 0.9901, and Standard Deviation of 1.34 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.0755, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nuveen Real returns are expected to increase less than the market. However, during the bear market, the loss on holding Nuveen Real will be expected to be smaller as well. Nuveen Real exposes fifteen different technical indicators, which can help you to evaluate its performance.
Auto-correlation | 0.31 |
Below average predictability
Nuveen Real Estate has below average predictability. Overlapping area represents the amount of predictability between Nuveen Real time series from 6th of November 2022 to 20th of May 2023 and 20th of May 2023 to 1st of December 2023. 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 Real Estate price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Nuveen Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Nuveen Real Estate lagged returns against current returns
Autocorrelation, which is Nuveen Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Real returns to help us make a trade decision. For example, suppose you find that Nuveen Real mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Nuveen Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Real Lagged Returns
When evaluating Nuveen Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Real mutual fund have on its future price. Nuveen Real 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 Real autocorrelation shows the relationship between Nuveen Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Real Estate.
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 Real 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 Real's short interest history, or implied volatility extrapolated from Nuveen Real options trading.
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Align your risk with return expectations
Check out Nuveen Real Correlation, Nuveen Real Volatility and Nuveen Real Alpha and Beta module to complement your research on Nuveen Real. Note that the Nuveen Real Estate information on this page should be used as a complementary analysis to other Nuveen Real'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 Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for Nuveen Mutual Fund analysis
When running Nuveen Real's price analysis, check to measure Nuveen Real'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 Real is operating at the current time. Most of Nuveen Real's value examination focuses on studying past and present price action to predict the probability of Nuveen Real'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 Real's price. Additionally, you may evaluate how the addition of Nuveen Real to your portfolios can decrease your overall portfolio volatility.
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Nuveen Real 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.