Nuveen Intelligent Risk Fund Market Value
| NIMCX Fund | USD 16.36 0.01 0.06% |
| Symbol | NUVEEN |
Nuveen Intelligent '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 Intelligent'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 Intelligent.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Nuveen Intelligent on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Nuveen Intelligent Risk or generate 0.0% return on investment in Nuveen Intelligent over 30 days. Nuveen Intelligent is related to or competes with Neuberger Berman, Neuberger Berman, Neuberger Berman, Neuberger Berman, Neuberger Berman, Neuberger Berman, and Neuberger Berman. The fund normally invests at least 80 percent of its net assets in securities of municipal issuers that provide interest income that is exempt from federal income tax and other investments that provide investment exposure to such securities however, the fund may invest without limit in municipal securities the interest on which may be a Tax Preference Item. More
Nuveen Intelligent 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 Intelligent'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 Intelligent Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0772 | |||
| Information Ratio | (1.34) | |||
| Maximum Drawdown | 0.3069 | |||
| Value At Risk | (0.06) | |||
| Potential Upside | 0.1229 |
Nuveen Intelligent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Intelligent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Intelligent's standard deviation. In reality, there are many statistical measures that can use Nuveen Intelligent historical prices to predict the future Nuveen Intelligent's volatility.| Risk Adjusted Performance | 0.0595 | |||
| Jensen Alpha | 0.0036 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (1.04) | |||
| Treynor Ratio | 0.8833 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nuveen Intelligent'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 Intelligent Risk Backtested Returns
At this stage we consider NUVEEN Mutual Fund to be very steady. Nuveen Intelligent Risk has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Nuveen Intelligent, which you can use to evaluate the volatility of the fund. Please verify Nuveen Intelligent's Mean Deviation of 0.0461, coefficient of variation of 427.76, and Risk Adjusted Performance of 0.0595 to check out if the risk estimate we provide is consistent with the expected return of 0.0107%. The fund secures a Beta (Market Risk) of 0.0045, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nuveen Intelligent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nuveen Intelligent is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
Nuveen Intelligent Risk has poor reverse predictability. Overlapping area represents the amount of predictability between Nuveen Intelligent time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Nuveen Intelligent Risk price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Nuveen Intelligent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nuveen Intelligent Risk lagged returns against current returns
Autocorrelation, which is Nuveen Intelligent 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 Intelligent's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Intelligent returns to help us make a trade decision. For example, suppose you find that Nuveen Intelligent 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 Intelligent 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 Intelligent mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Intelligent 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 Intelligent mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Intelligent Lagged Returns
When evaluating Nuveen Intelligent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Intelligent mutual fund have on its future price. Nuveen Intelligent 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 Intelligent autocorrelation shows the relationship between Nuveen Intelligent mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Intelligent Risk.
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 Intelligent 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 Intelligent security.
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