Nuveen Small Cap Fund Market Value
| ARSTX Fund | USD 15.74 0.11 0.70% |
| Symbol | Nuveen |
Nuveen Small '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 Small'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 Small.
| 11/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Nuveen Small on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Nuveen Small Cap or generate 0.0% return on investment in Nuveen Small over 60 days. Nuveen Small is related to or competes with Fidelity Advisor, Invesco Energy, Oil Gas, Blackrock All, and Jennison Natural. Under normal market conditions, the fund invests at least 80 percent of the sum of its net assets and the amount of any ... More
Nuveen Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0142 | |||
| Maximum Drawdown | 10.32 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.73 |
Nuveen Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Small's standard deviation. In reality, there are many statistical measures that can use Nuveen Small historical prices to predict the future Nuveen Small's volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.0276 | |||
| Total Risk Alpha | 0.0075 | |||
| Sortino Ratio | 0.0165 | |||
| Treynor Ratio | 0.0704 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nuveen Small'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.
Nuveen Small Cap Backtested Returns
At this stage we consider Nuveen Mutual Fund to be very steady. Nuveen Small Cap has Sharpe Ratio of 0.0638, which conveys that the entity had a 0.0638 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nuveen Small, which you can use to evaluate the volatility of the fund. Please verify Nuveen Small's Mean Deviation of 0.8945, risk adjusted performance of 0.0345, and Downside Deviation of 1.13 to check out if the risk estimate we provide is consistent with the expected return of 0.0857%. The fund secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nuveen Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nuveen Small is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
Nuveen Small Cap has very good reverse predictability. Overlapping area represents the amount of predictability between Nuveen Small time series from 22nd of November 2024 to 22nd of December 2024 and 22nd of December 2024 to 21st of January 2025. 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 Small Cap price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Nuveen Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Nuveen Small Cap lagged returns against current returns
Autocorrelation, which is Nuveen Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Small returns to help us make a trade decision. For example, suppose you find that Nuveen Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Nuveen Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Small Lagged Returns
When evaluating Nuveen Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Small mutual fund have on its future price. Nuveen Small 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 Small autocorrelation shows the relationship between Nuveen Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Small Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Nuveen Mutual Fund
Nuveen Small financial ratios help investors to determine whether Nuveen Mutual 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 Small security.
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