Nicholas Equity Income Fund Market Value
| NSEIX Fund | USD 22.85 0.09 0.40% |
| Symbol | Nicholas |
Nicholas Equity '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 Nicholas Equity'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 Nicholas Equity.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Nicholas Equity on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Nicholas Equity Income or generate 0.0% return on investment in Nicholas Equity over 90 days. Nicholas Equity is related to or competes with Royce Premier, Goldman Sachs, Royce Pennsylvania, Hotchkis Wiley, Brown Advisory, Fidelity Advisor, and Columbia Diversified. To achieve moderate long-term growth, the fund seeks a five-year return which approximates three-fourths of the average ... More
Nicholas Equity 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 Nicholas Equity'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 Nicholas Equity Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.67 | |||
| Information Ratio | 0.0071 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.26 |
Nicholas Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nicholas Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nicholas Equity's standard deviation. In reality, there are many statistical measures that can use Nicholas Equity historical prices to predict the future Nicholas Equity's volatility.| Risk Adjusted Performance | 0.0905 | |||
| Jensen Alpha | 0.0709 | |||
| Total Risk Alpha | 0.009 | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 1.09 |
Nicholas Equity 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 | 0.0905 | |||
| Market Risk Adjusted Performance | 1.1 | |||
| Mean Deviation | 0.5226 | |||
| Semi Deviation | 0.5388 | |||
| Downside Deviation | 0.67 | |||
| Coefficient Of Variation | 805.58 | |||
| Standard Deviation | 0.6917 | |||
| Variance | 0.4784 | |||
| Information Ratio | 0.0071 | |||
| Jensen Alpha | 0.0709 | |||
| Total Risk Alpha | 0.009 | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 1.09 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.26 | |||
| Downside Variance | 0.4489 | |||
| Semi Variance | 0.2903 | |||
| Expected Short fall | (0.58) | |||
| Skewness | 0.1947 | |||
| Kurtosis | 0.3416 |
Nicholas Equity Income Backtested Returns
At this stage we consider Nicholas Mutual Fund to be very steady. Nicholas Equity Income has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nicholas Equity, which you can use to evaluate the volatility of the fund. Please verify Nicholas Equity's Mean Deviation of 0.5226, downside deviation of 0.67, and Risk Adjusted Performance of 0.0905 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The fund secures a Beta (Market Risk) of 0.0694, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nicholas Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nicholas Equity is expected to be smaller as well.
Auto-correlation | 0.42 |
Average predictability
Nicholas Equity Income has average predictability. Overlapping area represents the amount of predictability between Nicholas Equity 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 Nicholas Equity Income price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Nicholas Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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 Nicholas Mutual Fund
Nicholas Equity financial ratios help investors to determine whether Nicholas 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 Nicholas with respect to the benefits of owning Nicholas Equity security.
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