Nuveen Winslow Large Cap Fund Market Value
| NWCAX Fund | USD 64.32 0.10 0.16% |
| Symbol | NUVEEN |
Nuveen Winslow '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 Nuveen Winslow'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 Nuveen Winslow.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Nuveen Winslow on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Nuveen Winslow Large Cap or generate 0.0% return on investment in Nuveen Winslow over 720 days. Nuveen Winslow is related to or competes with HUMANA, Barloworld, Morningstar Unconstrained, High-yield Municipal, Thrivent High, Via Renewables, and American Century. The fund invests at least 80 percent of the sum of its net assets and the amount of any borrowings for investment purpos... More
Nuveen Winslow 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 Nuveen Winslow'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 Nuveen Winslow Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.27 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.8 |
Nuveen Winslow Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nuveen Winslow's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nuveen Winslow's standard deviation. In reality, there are many statistical measures that can use Nuveen Winslow historical prices to predict the future Nuveen Winslow's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0824 |
Nuveen Winslow Large Backtested Returns
At this stage we consider NUVEEN Mutual Fund to be very steady. Nuveen Winslow Large has Sharpe Ratio of 0.1, which conveys that the entity had a 0.1% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nuveen Winslow, which you can use to evaluate the volatility of the fund. Please verify Nuveen Winslow's Mean Deviation of 0.8091, downside deviation of 1.4, and Risk Adjusted Performance of 0.0655 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. The fund secures a Beta (Market Risk) of 1.01, which conveys a somewhat significant risk relative to the market. Nuveen Winslow returns are very sensitive to returns on the market. As the market goes up or down, Nuveen Winslow is expected to follow.
Auto-correlation | 0.83 |
Very good predictability
Nuveen Winslow Large Cap has very good predictability. Overlapping area represents the amount of predictability between Nuveen Winslow time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nuveen Winslow Large price movement. The serial correlation of 0.83 indicates that around 83.0% of current Nuveen Winslow price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 17.65 |
Nuveen Winslow Large lagged returns against current returns
Autocorrelation, which is Nuveen Winslow 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 Nuveen Winslow's mutual fund expected returns. We can calculate the autocorrelation of Nuveen Winslow returns to help us make a trade decision. For example, suppose you find that Nuveen Winslow 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 |
Nuveen Winslow 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 Nuveen Winslow mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nuveen Winslow mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nuveen Winslow mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nuveen Winslow Lagged Returns
When evaluating Nuveen Winslow's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nuveen Winslow mutual fund have on its future price. Nuveen Winslow 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, Nuveen Winslow autocorrelation shows the relationship between Nuveen Winslow mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nuveen Winslow Large Cap.
Regressed Prices |
| Timeline |
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 NUVEEN Mutual Fund
Nuveen Winslow financial ratios help investors to determine whether NUVEEN 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 NUVEEN with respect to the benefits of owning Nuveen Winslow security.
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