Nbi Innovators Fund Market Value
| NINV Fund | 9.98 0.00 0.00% |
| Symbol | NBI |
NBI Innovators '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 Innovators' 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 Innovators.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in NBI Innovators on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding NBI Innovators or generate 0.0% return on investment in NBI Innovators over 30 days.
NBI Innovators 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 Innovators' 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 Innovators upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 4.5 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.09 |
NBI Innovators Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NBI Innovators' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NBI Innovators' standard deviation. In reality, there are many statistical measures that can use NBI Innovators historical prices to predict the future NBI Innovators' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.3268 |
NBI Innovators Backtested Returns
NBI Innovators has Sharpe Ratio of -0.0324, which conveys that the fund had a -0.0324 % return per unit of volatility over the last 3 months. NBI Innovators exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NBI Innovators' Mean Deviation of 0.2788, market risk adjusted performance of 0.3368, and Standard Deviation of 0.6815 to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NBI Innovators are expected to decrease at a much lower rate. During the bear market, NBI Innovators is likely to outperform the market.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NBI Innovators lagged returns against current returns
Autocorrelation, which is NBI Innovators 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 Innovators' fund expected returns. We can calculate the autocorrelation of NBI Innovators returns to help us make a trade decision. For example, suppose you find that NBI Innovators 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 Innovators 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 Innovators fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NBI Innovators fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NBI Innovators fund over time.
Current vs Lagged Prices |
| Timeline |
NBI Innovators Lagged Returns
When evaluating NBI Innovators' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NBI Innovators fund have on its future price. NBI Innovators 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 Innovators autocorrelation shows the relationship between NBI Innovators fund current value and its past values and can show if there is a momentum factor associated with investing in NBI Innovators.
Regressed Prices |
| Timeline |
Pair Trading with NBI Innovators
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 Innovators 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 Innovators will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to NBI Innovators 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 Innovators 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 Innovators - 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 Innovators to buy it.
The correlation of NBI Innovators 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 Innovators moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if NBI Innovators 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 Innovators 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.| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
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