Nuveen Sustainable Core Etf Performance
| NSCR Etf | 29.52 0.15 0.51% |
The etf secures a Beta (Market Risk) of 0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nuveen Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nuveen Sustainable is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in Nuveen Sustainable Core are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Even with relatively fragile fundamental indicators, Nuveen Sustainable may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Nuveen Sustainable Relative Risk vs. Return Landscape
If you would invest 2,720 in Nuveen Sustainable Core on September 2, 2024 and sell it today you would earn a total of 232.00 from holding Nuveen Sustainable Core or generate 8.53% return on investment over 90 days. Nuveen Sustainable Core is currently generating 0.1304% in daily expected returns and assumes 0.7019% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Nuveen, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Nuveen Sustainable Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Sustainable's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Nuveen Sustainable Core, and traders can use it to determine the average amount a Nuveen Sustainable's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1858
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Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Nuveen Sustainable is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Nuveen Sustainable by adding it to a well-diversified portfolio.
About Nuveen Sustainable Performance
Assessing Nuveen Sustainable's fundamental ratios provides investors with valuable insights into Nuveen Sustainable's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Nuveen Sustainable is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Nuveen Sustainable is entity of United States. It is traded as Etf on NASDAQ exchange.