Nuveen Real Estate Fund Market Value
| FRLCX Fund | USD 15.65 0.09 0.57% |
| Symbol | Nuveen |
Nuveen Real '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 Real'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 Real.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Nuveen Real on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Nuveen Real Estate or generate 0.0% return on investment in Nuveen Real over 30 days. Nuveen Real is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, Belpointe PREP, and Park Hotels. The fund normally invests at least 80 percent of the sum of its net assets and the amount of any borrowings for investme... More
Nuveen Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7761 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.23 |
Nuveen Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Real's standard deviation. In reality, there are many statistical measures that can use Nuveen Real historical prices to predict the future Nuveen Real's volatility.| Risk Adjusted Performance | 0.0444 | |||
| Jensen Alpha | 0.0252 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.4235 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nuveen Real'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 Real Estate Backtested Returns
At this stage we consider Nuveen Mutual Fund to be very steady. Nuveen Real Estate has Sharpe Ratio of 0.0229, which conveys that the entity had a 0.0229% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nuveen Real, which you can use to evaluate the volatility of the fund. Please verify Nuveen Real's Mean Deviation of 0.6414, downside deviation of 0.7761, and Risk Adjusted Performance of 0.0444 to check out if the risk estimate we provide is consistent with the expected return of 0.0178%. The fund secures a Beta (Market Risk) of 0.0833, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nuveen Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nuveen Real is expected to be smaller as well.
Auto-correlation | 0.04 |
Virtually no predictability
Nuveen Real Estate has virtually no predictability. Overlapping area represents the amount of predictability between Nuveen Real time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Real Estate price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Nuveen Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Nuveen Real Estate lagged returns against current returns
Autocorrelation, which is Nuveen Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Real returns to help us make a trade decision. For example, suppose you find that Nuveen Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Real Lagged Returns
When evaluating Nuveen Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Real mutual fund have on its future price. Nuveen Real 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 Real autocorrelation shows the relationship between Nuveen Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Real Estate.
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 Real 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 Real security.
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