Nuveen Mortgage Opportunity Fund Alpha and Beta Analysis
| XJLSX Fund | USD 19.32 0.02 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nuveen Mortgage Opportunity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nuveen Mortgage over a specified time horizon. Remember, high Nuveen Mortgage'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. Key technical indicators related to Nuveen Mortgage's market risk premium analysis include:
Beta (0) | Alpha 0.0198 | Risk 0.2 | Sharpe Ratio 0.0922 | Expected Return 0.0187 |
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.
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Nuveen Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nuveen Mortgage market risk premium is the additional return an investor will receive from holding Nuveen Mortgage 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 Mortgage. 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 Mortgage's performance over market.| α | 0.02 | β | -0.0043 |
Nuveen Mortgage 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 Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how Nuveen Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nuveen Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how Nuveen Mortgage 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 Mortgage shares will generate the highest return on investment. By understating and applying Nuveen Mortgage mutual fund market price indicators, traders can identify Nuveen Mortgage position entry and exit signals to maximize returns.
Nuveen Mortgage Return and Market Media
The median price of Nuveen Mortgage for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 19.3 with a coefficient of variation of 0.61. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 19.29, and mean deviation of 0.09. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Nuveen Mortgage 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 Mortgage Oppo 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 Mortgage 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 Mortgage's short interest history, or implied volatility extrapolated from Nuveen Mortgage options trading.
Build Portfolio with Nuveen Mortgage
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Align your risk with return expectations
Check out Nuveen Mortgage Backtesting, Portfolio Optimization, Nuveen Mortgage Correlation, Nuveen Mortgage Hype Analysis, Nuveen Mortgage Volatility, Nuveen Mortgage History and analyze Nuveen Mortgage Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Nuveen Mortgage 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.