Nbi Global Small Fund Market Value
| NBSC Fund | 9.50 0.01 0.11% |
| Symbol | NBI |
NBI Global '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 NBI Global's 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 NBI Global.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in NBI Global on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding NBI Global Small or generate 0.0% return on investment in NBI Global over 30 days.
NBI Global 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 NBI Global's 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 NBI Global Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.78 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.19 |
NBI Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NBI Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NBI Global's standard deviation. In reality, there are many statistical measures that can use NBI Global historical prices to predict the future NBI Global's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.04) |
NBI Global Small Backtested Returns
NBI Global Small has Sharpe Ratio of -0.0298, which conveys that the fund had a -0.0298 % return per unit of volatility over the last 3 months. NBI Global exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NBI Global's Standard Deviation of 0.8944, mean deviation of 0.6852, and Market Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NBI Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding NBI Global is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
NBI Global Small has very good predictability. Overlapping area represents the amount of predictability between NBI Global time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NBI Global Small price movement. The serial correlation of 0.8 indicates that around 80.0% of current NBI Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
NBI Global Small lagged returns against current returns
Autocorrelation, which is NBI Global 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 NBI Global's fund expected returns. We can calculate the autocorrelation of NBI Global returns to help us make a trade decision. For example, suppose you find that NBI Global has exhibited high autocorrelation historically, and you observe that the 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 |
NBI Global 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 NBI Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NBI Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NBI Global fund over time.
Current vs Lagged Prices |
| Timeline |
NBI Global Lagged Returns
When evaluating NBI Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NBI Global fund have on its future price. NBI Global 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, NBI Global autocorrelation shows the relationship between NBI Global fund current value and its past values and can show if there is a momentum factor associated with investing in NBI Global Small.
Regressed Prices |
| Timeline |
Pair Trading with NBI Global
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if NBI Global position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in NBI Global will appreciate offsetting losses from the drop in the long position's value.Moving against NBI Fund
| 0.6 | 0P000072KJ | RBC Canadian Dividend | PairCorr |
| 0.47 | 0P0000S9O5 | PIMCO Monthly Income | PairCorr |
| 0.4 | 0P0000S9O7 | PIMCO Monthly Income | PairCorr |
| 0.31 | 0P0000IUYO | Edgepoint Global Por | PairCorr |
The ability to find closely correlated positions to NBI Global could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace NBI Global when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back NBI Global - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling NBI Global Small to buy it.
The correlation of NBI Global is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as NBI Global moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if NBI Global Small moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for NBI Global can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |