Nexpoint Real Estate Fund Market Value
| NRSCX Fund | USD 16.27 0.01 0.06% |
| Symbol | Nexpoint |
Nexpoint Real '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 Nexpoint Real'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 Nexpoint Real.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Nexpoint Real on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Nexpoint Real Estate or generate 0.0% return on investment in Nexpoint Real over 30 days. Nexpoint Real is related to or competes with Qs Us, Fisher Investments, Profunds-large Cap, Qs Us, Calvert Large, Guidemark(r) Large, and Fidelity Large. Nexpoint Real is entity of United States More
Nexpoint Real 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 Nexpoint Real'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 Nexpoint Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.4318 |
Nexpoint Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nexpoint Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nexpoint Real's standard deviation. In reality, there are many statistical measures that can use Nexpoint Real historical prices to predict the future Nexpoint Real's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nexpoint Real'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.
Nexpoint Real Estate Backtested Returns
Nexpoint Real Estate has Sharpe Ratio of -0.0289, which conveys that the entity had a -0.0289% return per unit of risk over the last 3 months. Nexpoint Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nexpoint Real's Mean Deviation of 0.2361, standard deviation of 0.4411, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nexpoint Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nexpoint Real is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Nexpoint Real Estate has very weak reverse predictability. Overlapping area represents the amount of predictability between Nexpoint Real time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nexpoint Real Estate price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Nexpoint Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nexpoint Real Estate lagged returns against current returns
Autocorrelation, which is Nexpoint Real 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 Nexpoint Real's mutual fund expected returns. We can calculate the autocorrelation of Nexpoint Real returns to help us make a trade decision. For example, suppose you find that Nexpoint Real 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 |
Nexpoint Real 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 Nexpoint Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nexpoint Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nexpoint Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nexpoint Real Lagged Returns
When evaluating Nexpoint Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nexpoint Real mutual fund have on its future price. Nexpoint Real 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, Nexpoint Real autocorrelation shows the relationship between Nexpoint Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nexpoint Real Estate.
Regressed Prices |
| Timeline |
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Other Information on Investing in Nexpoint Mutual Fund
Nexpoint Real financial ratios help investors to determine whether Nexpoint 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 Nexpoint with respect to the benefits of owning Nexpoint Real security.
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