Nbi Target 2030 Fund Market Value
| NTGE Fund | 10.04 0.04 0.40% |
| Symbol | NBI |
NBI Target '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 Target'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 Target.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in NBI Target on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding NBI Target 2030 or generate 0.0% return on investment in NBI Target over 30 days.
NBI Target 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 Target'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 Target 2030 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6439 | |||
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.3984 |
NBI Target Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NBI Target's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NBI Target's standard deviation. In reality, there are many statistical measures that can use NBI Target historical prices to predict the future NBI Target's volatility.| Risk Adjusted Performance | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.14) |
NBI Target 2030 Backtested Returns
As of now, NBI Fund is very steady. NBI Target 2030 has Sharpe Ratio of 0.0336, which conveys that the fund had a 0.0336 % return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for NBI Target, which you can use to evaluate the volatility of the entity. Please verify NBI Target's Coefficient Of Variation of 15397.61, mean deviation of 0.1328, and Semi Deviation of 0.232 to check out if the risk estimate we provide is consistent with the expected return of 0.0103%. The entity secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and NBI Target are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
NBI Target 2030 has no correlation between past and present. Overlapping area represents the amount of predictability between NBI Target time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Target 2030 price movement. The serial correlation of 0.0 indicates that just 0.0% of current NBI Target price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NBI Target 2030 lagged returns against current returns
Autocorrelation, which is NBI Target 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 Target's fund expected returns. We can calculate the autocorrelation of NBI Target returns to help us make a trade decision. For example, suppose you find that NBI Target 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 Target 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 Target fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NBI Target fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NBI Target fund over time.
Current vs Lagged Prices |
| Timeline |
NBI Target Lagged Returns
When evaluating NBI Target's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NBI Target fund have on its future price. NBI Target 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 Target autocorrelation shows the relationship between NBI Target fund current value and its past values and can show if there is a momentum factor associated with investing in NBI Target 2030.
Regressed Prices |
| Timeline |
Pair Trading with NBI Target
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 Target 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 Target will appreciate offsetting losses from the drop in the long position's value.Moving against NBI Fund
| 0.61 | 0P000072KJ | RBC Canadian Dividend | PairCorr |
| 0.5 | 0P0000S9O5 | PIMCO Monthly Income | PairCorr |
| 0.38 | 0P0000S9O7 | PIMCO Monthly Income | PairCorr |
| 0.38 | 0P0000WJMR | IG Mackenzie Dividend | PairCorr |
| 0.38 | 0P0000IUYO | Edgepoint Global Por | PairCorr |
The ability to find closely correlated positions to NBI Target 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 Target 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 Target - 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 Target 2030 to buy it.
The correlation of NBI Target 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 Target moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if NBI Target 2030 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 Target 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.| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
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