Nuveen Dynamic Municipal Stock Alpha and Beta Analysis
| NDMO Stock | USD 10.58 0.02 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nuveen Dynamic Municipal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nuveen Dynamic over a specified time horizon. Remember, high Nuveen Dynamic's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Nuveen Dynamic's market risk premium analysis include:
Beta (0.01) | Alpha (0.02) | Risk 0.61 | Sharpe Ratio (0.01) | Expected Return (0) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Nuveen Dynamic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nuveen Dynamic market risk premium is the additional return an investor will receive from holding Nuveen Dynamic long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Nuveen Dynamic. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Nuveen Dynamic's performance over market.| α | -0.02 | β | -0.01 |
Nuveen Dynamic expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Nuveen Dynamic's Buy-and-hold return. Our buy-and-hold chart shows how Nuveen Dynamic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nuveen Dynamic Market Price Analysis
Market price analysis indicators help investors to evaluate how Nuveen Dynamic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nuveen Dynamic shares will generate the highest return on investment. By understating and applying Nuveen Dynamic stock market price indicators, traders can identify Nuveen Dynamic position entry and exit signals to maximize returns.
Nuveen Dynamic Return and Market Media
The median price of Nuveen Dynamic for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 10.78 with a coefficient of variation of 1.88. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 10.82, and mean deviation of 0.18. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Nuveen Dynamic dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | Investment Analysis - Stock Traders Daily | 09/20/2024 |
2 | Insider Trading | 09/27/2024 |
| Nuveen Dynamic dividend paid on 1st of October 2024 | 10/01/2024 |
3 | Nuveen Dynamic Municipal Opportunities Fund declares 0.062 dividend | 10/02/2024 |
| Nuveen Dynamic dividend paid on 1st of November 2024 | 11/01/2024 |
About Nuveen Dynamic Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Nuveen or other stocks. Alpha measures the amount that position in Nuveen Dynamic Municipal has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | PTB Ratio | 0.91 | 0.89 | 0.8 | 0.55 | Dividend Yield | 0.0949 | 0.0915 | 0.11 | 0.13 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nuveen Dynamic in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nuveen Dynamic's short interest history, or implied volatility extrapolated from Nuveen Dynamic options trading.
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Check out Nuveen Dynamic Backtesting, Nuveen Dynamic Valuation, Nuveen Dynamic Correlation, Nuveen Dynamic Hype Analysis, Nuveen Dynamic Volatility, Nuveen Dynamic History and analyze Nuveen Dynamic Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Nuveen Dynamic technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.