Nuveen Municipalome Fund Alpha and Beta Analysis
| NMI Fund | USD 9.52 0.04 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nuveen Municipalome. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nuveen Municipalome over a specified time horizon. Remember, high Nuveen Municipalome'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 Municipalome's market risk premium analysis include:
Beta (0.06) | Alpha (0.07) | Risk 0.37 | Sharpe Ratio (0.22) | Expected Return (0.08) |
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 |
Nuveen Municipalome Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nuveen Municipalome market risk premium is the additional return an investor will receive from holding Nuveen Municipalome 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 Municipalome. 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 Municipalome's performance over market.| α | -0.07 | β | -0.06 |
Nuveen Municipalome 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 Municipalome's Buy-and-hold return. Our buy-and-hold chart shows how Nuveen Municipalome performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nuveen Municipalome Market Price Analysis
Market price analysis indicators help investors to evaluate how Nuveen Municipalome 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 Municipalome shares will generate the highest return on investment. By understating and applying Nuveen Municipalome fund market price indicators, traders can identify Nuveen Municipalome position entry and exit signals to maximize returns.
Nuveen Municipalome Return and Market Media
The median price of Nuveen Municipalome for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 9.92 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 9.85, and mean deviation of 0.19. The Fund received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nuveen Municipal Income Fund, Inc. Declares 0.04 Dividend - MarketBeat | 09/04/2024 |
2 | Nuveen Municipal Income Fund, Inc. Announces 0.04 Monthly Dividend - MarketBeat | 10/03/2024 |
3 | Retirees want a Settlement Fund trustee from NMI - Marianas Variety News Views | 10/14/2024 |
4 | 1607 Capital Partners, LLC Reduces Stake in Nuveen Municipal Income Fund Inc - GuruFocus.com | 11/14/2024 |
About Nuveen Municipalome 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 Municipalome 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 Municipalome 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 Municipalome's short interest history, or implied volatility extrapolated from Nuveen Municipalome options trading.
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Other Information on Investing in Nuveen Fund
Nuveen Municipalome financial ratios help investors to determine whether Nuveen Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Nuveen with respect to the benefits of owning Nuveen Municipalome security.
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