Northern Global Real Fund Market Value
| NGREX Fund | USD 10.42 0.02 0.19% |
| Symbol | Northern |
Northern 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 Northern Global'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 Northern Global.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Northern Global on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Northern Global Real or generate 0.0% return on investment in Northern Global over 90 days. Northern Global is related to or competes with Transamerica Financial, Goldman Sachs, Prudential Qma, Lord Abbett, Ridgeworth Ceredex, and Royce Special. The fund will invest substantially all of its net assets in equity securities included in the index, in weightings that ... More
Northern 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 Northern Global'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 Northern Global Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7108 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.54 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.7866 |
Northern Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Global's standard deviation. In reality, there are many statistical measures that can use Northern Global historical prices to predict the future Northern Global's volatility.| Risk Adjusted Performance | 0.0439 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0664 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Northern Global'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.
Northern Global 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 | 0.0439 | |||
| Market Risk Adjusted Performance | 0.0764 | |||
| Mean Deviation | 0.3892 | |||
| Semi Deviation | 0.5652 | |||
| Downside Deviation | 0.7108 | |||
| Coefficient Of Variation | 1543.52 | |||
| Standard Deviation | 0.5371 | |||
| Variance | 0.2885 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0664 | |||
| Maximum Drawdown | 2.54 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.7866 | |||
| Downside Variance | 0.5053 | |||
| Semi Variance | 0.3195 | |||
| Expected Short fall | (0.39) | |||
| Skewness | (0.75) | |||
| Kurtosis | 1.3 |
Northern Global Real Backtested Returns
At this stage we consider Northern Mutual Fund to be very steady. Northern Global Real has Sharpe Ratio of 0.0648, which conveys that the entity had a 0.0648 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Northern Global, which you can use to evaluate the volatility of the fund. Please verify Northern Global's Mean Deviation of 0.3892, downside deviation of 0.7108, and Risk Adjusted Performance of 0.0439 to check out if the risk estimate we provide is consistent with the expected return of 0.0348%. The fund secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Northern Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Global is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Northern Global Real has below average predictability. Overlapping area represents the amount of predictability between Northern Global 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 Northern Global Real price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Northern Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Northern Mutual Fund
Northern Global financial ratios help investors to determine whether Northern 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 Northern with respect to the benefits of owning Northern Global security.
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