Nuveen Large Cap Fund Market Value
| FLRAX Fund | USD 46.11 0.09 0.20% |
| Symbol | Nuveen |
Nuveen Large '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 Large'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 Large.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Nuveen Large on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Nuveen Large Cap or generate 0.0% return on investment in Nuveen Large over 30 days. Nuveen Large is related to or competes with Nuveen Large, Nuveen Large, Janus Growth, HUMANA, SCOR PK, Barloworld, and Morningstar Unconstrained. 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 Large 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 Large'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 Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8993 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.14 |
Nuveen Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Large's standard deviation. In reality, there are many statistical measures that can use Nuveen Large historical prices to predict the future Nuveen Large's volatility.| Risk Adjusted Performance | 0.097 | |||
| Jensen Alpha | 0.0066 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1069 |
Nuveen Large Cap Backtested Returns
At this stage we consider Nuveen Mutual Fund to be very steady. Nuveen Large Cap has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nuveen Large, which you can use to evaluate the volatility of the fund. Please verify Nuveen Large's Risk Adjusted Performance of 0.097, downside deviation of 0.8993, and Mean Deviation of 0.6038 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The fund secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Nuveen Large returns are very sensitive to returns on the market. As the market goes up or down, Nuveen Large is expected to follow.
Auto-correlation | 0.22 |
Weak predictability
Nuveen Large Cap has weak predictability. Overlapping area represents the amount of predictability between Nuveen Large time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. 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 Large Cap price movement. The serial correlation of 0.22 indicates that over 22.0% of current Nuveen Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Nuveen Large Cap lagged returns against current returns
Autocorrelation, which is Nuveen Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Large returns to help us make a trade decision. For example, suppose you find that Nuveen Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Large Lagged Returns
When evaluating Nuveen Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Large mutual fund have on its future price. Nuveen Large 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 Large autocorrelation shows the relationship between Nuveen Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Large 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 Large 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 Large security.
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