Nbi Smartdata International Fund Market Value
| NSDI Fund | 10.58 0.02 0.19% |
| Symbol | NBI |
NBI SmartData '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 SmartData's 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 SmartData.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in NBI SmartData on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding NBI SmartData International or generate 0.0% return on investment in NBI SmartData over 90 days.
NBI SmartData 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 SmartData's 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 SmartData International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9686 | |||
| Information Ratio | 0.0222 | |||
| Maximum Drawdown | 5.06 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.83 |
NBI SmartData Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NBI SmartData's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NBI SmartData's standard deviation. In reality, there are many statistical measures that can use NBI SmartData historical prices to predict the future NBI SmartData's volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.0559 | |||
| Total Risk Alpha | (0.00003) | |||
| Sortino Ratio | 0.0239 | |||
| Treynor Ratio | 0.2203 |
NBI SmartData Intern Backtested Returns
As of now, NBI Fund is very steady. NBI SmartData Intern has Sharpe Ratio of 0.0522, which conveys that the fund had a 0.0522 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for NBI SmartData, which you can use to evaluate the volatility of the entity. Please verify NBI SmartData's Mean Deviation of 0.7444, downside deviation of 0.9686, and Market Risk Adjusted Performance of 0.2303 to check out if the risk estimate we provide is consistent with the expected return of 0.056%. The entity secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NBI SmartData's returns are expected to increase less than the market. However, during the bear market, the loss of holding NBI SmartData is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
NBI SmartData International has weak predictability. Overlapping area represents the amount of predictability between NBI SmartData time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 NBI SmartData Intern price movement. The serial correlation of 0.22 indicates that over 22.0% of current NBI SmartData price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
NBI SmartData Intern lagged returns against current returns
Autocorrelation, which is NBI SmartData 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 SmartData's fund expected returns. We can calculate the autocorrelation of NBI SmartData returns to help us make a trade decision. For example, suppose you find that NBI SmartData 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 SmartData 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 SmartData fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NBI SmartData fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NBI SmartData fund over time.
Current vs Lagged Prices |
| Timeline |
NBI SmartData Lagged Returns
When evaluating NBI SmartData's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NBI SmartData fund have on its future price. NBI SmartData 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 SmartData autocorrelation shows the relationship between NBI SmartData fund current value and its past values and can show if there is a momentum factor associated with investing in NBI SmartData International.
Regressed Prices |
| Timeline |
Pair Trading with NBI SmartData
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 SmartData 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 SmartData will appreciate offsetting losses from the drop in the long position's value.Moving together with NBI Fund
| 0.77 | 0P0000706A | RBC Select Balanced | PairCorr |
| 0.79 | 0P0000S9O5 | PIMCO Monthly Income | PairCorr |
| 0.8 | 0P0000S9O7 | PIMCO Monthly Income | PairCorr |
| 0.72 | 0P000072KJ | RBC Canadian Dividend | PairCorr |
| 0.78 | 0P00007069 | RBC Portefeuille | PairCorr |
The ability to find closely correlated positions to NBI SmartData 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 SmartData 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 SmartData - 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 SmartData International to buy it.
The correlation of NBI SmartData 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 SmartData moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if NBI SmartData Intern 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 SmartData 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.| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |