Nuveen Mutual Fund Alpha and Beta Analysis

NCSRX
 Fund
  

USD 17.81  0.11  0.61%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nuveen Symphony High. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nuveen Symphony over a specified time horizon. Remember, high Nuveen Symphony'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.
Additionally, see Nuveen Symphony Backtesting, Portfolio Optimization, Nuveen Symphony Correlation, Nuveen Symphony Hype Analysis, Nuveen Symphony Volatility, Nuveen Symphony History and analyze Nuveen Symphony Performance.
  
Please note that although Nuveen Symphony alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Nuveen Symphony did 0.007259  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Nuveen Symphony High fund's relative risk over its benchmark. Nuveen Symphony High has a beta of 0.33  . Let's try to break down what Nuveen's beta means in this case. As returns on the market increase, Nuveen Symphony returns are expected to increase less than the market. However, during the bear market, the loss on holding Nuveen Symphony will be expected to be smaller as well.
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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 Symphony Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nuveen Symphony market risk premium is the additional return an investor will receive from holding Nuveen Symphony 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 Symphony. 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 Symphony's performance over market.
α0.007259   β0.33
90 days against DJI

Nuveen Symphony 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 Symphony's Buy-and-hold return. Our buy-and-hold chart shows how Nuveen Symphony performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Nuveen Symphony Market Price Analysis

Market price analysis indicators help investors to evaluate how Nuveen Symphony mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nuveen Symphony shares will generate the highest return on investment. By understating and applying Nuveen Symphony mutual fund market price indicators, traders can identify Nuveen Symphony position entry and exit signals to maximize returns.

Nuveen Symphony Return and Market Media

The median price of Nuveen Symphony for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 17.32 with a coefficient of variation of 2.45. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 17.32, and mean deviation of 0.37. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Nuveen Symphony 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 funds. Alpha measures the amount that position in Nuveen Symphony High 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 Symphony 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 Symphony's short interest history, or implied volatility extrapolated from Nuveen Symphony options trading.

Build Portfolio with Nuveen Symphony

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see Nuveen Symphony Backtesting, Portfolio Optimization, Nuveen Symphony Correlation, Nuveen Symphony Hype Analysis, Nuveen Symphony Volatility, Nuveen Symphony History and analyze Nuveen Symphony Performance. Note that the Nuveen Symphony High information on this page should be used as a complementary analysis to other Nuveen Symphony'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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Complementary Tools for Nuveen Mutual Fund analysis

When running Nuveen Symphony High price analysis, check to measure Nuveen Symphony'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 Symphony is operating at the current time. Most of Nuveen Symphony's value examination focuses on studying past and present price action to predict the probability of Nuveen Symphony's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Nuveen Symphony's price. Additionally, you may evaluate how the addition of Nuveen Symphony to your portfolios can decrease your overall portfolio volatility.
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Nuveen Symphony 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.
A focus of Nuveen Symphony technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Nuveen Symphony trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...