Nicholas Ltd Edition Fund Market Value
| NCLEX Fund | USD 26.29 0.32 1.20% |
| Symbol | Nicholas |
Nicholas '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 Nicholas' 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 Nicholas.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Nicholas on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Nicholas Ltd Edition or generate 0.0% return on investment in Nicholas over 90 days. Nicholas is related to or competes with T Rowe, High-yield Fund, Lord Abbett, Federated High, and Tiaa-cref High-yield. The fund primarily primarily invests in common stocks of domestic corporations with small-and medium-sized market capita... More
Nicholas 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 Nicholas' 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 Nicholas Ltd Edition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9654 | |||
| Information Ratio | 0.0617 | |||
| Maximum Drawdown | 9.44 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.22 |
Nicholas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nicholas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nicholas' standard deviation. In reality, there are many statistical measures that can use Nicholas historical prices to predict the future Nicholas' volatility.| Risk Adjusted Performance | 0.0915 | |||
| Jensen Alpha | 0.093 | |||
| Total Risk Alpha | 0.0247 | |||
| Sortino Ratio | 0.0879 | |||
| Treynor Ratio | 0.1741 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nicholas' 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.
Nicholas January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0915 | |||
| Market Risk Adjusted Performance | 0.1841 | |||
| Mean Deviation | 0.8682 | |||
| Semi Deviation | 0.7705 | |||
| Downside Deviation | 0.9654 | |||
| Coefficient Of Variation | 843.2 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.89 | |||
| Information Ratio | 0.0617 | |||
| Jensen Alpha | 0.093 | |||
| Total Risk Alpha | 0.0247 | |||
| Sortino Ratio | 0.0879 | |||
| Treynor Ratio | 0.1741 | |||
| Maximum Drawdown | 9.44 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 0.932 | |||
| Semi Variance | 0.5937 | |||
| Expected Short fall | (1.08) | |||
| Skewness | 2.47 | |||
| Kurtosis | 13.12 |
Nicholas Edition Backtested Returns
At this stage we consider Nicholas Mutual Fund to be out of control. Nicholas Edition has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nicholas, which you can use to evaluate the volatility of the fund. Please verify Nicholas' Risk Adjusted Performance of 0.0915, downside deviation of 0.9654, and Mean Deviation of 0.8682 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Nicholas returns are very sensitive to returns on the market. As the market goes up or down, Nicholas is expected to follow.
Auto-correlation | 0.26 |
Poor predictability
Nicholas Ltd Edition has poor predictability. Overlapping area represents the amount of predictability between Nicholas time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Nicholas Edition price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Nicholas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
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 Nicholas Mutual Fund
Nicholas financial ratios help investors to determine whether Nicholas 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 Nicholas with respect to the benefits of owning Nicholas security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |