Nuveen Esg Aggregate Etf Alpha and Beta Analysis
| NUBD Etf | USD 21.94 0.02 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nuveen ESG Aggregate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nuveen ESG over a specified time horizon. Remember, high Nuveen ESG'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 ESG's market risk premium analysis include:
Beta (0.06) | Alpha (0.03) | Risk 0.27 | Sharpe Ratio (0.11) | Expected Return (0.03) |
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.
Nuveen |
Nuveen ESG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nuveen ESG market risk premium is the additional return an investor will receive from holding Nuveen ESG 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 ESG. 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 ESG's performance over market.| α | -0.03 | β | -0.06 |
Nuveen ESG 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 ESG's Buy-and-hold return. Our buy-and-hold chart shows how Nuveen ESG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nuveen ESG Market Price Analysis
Market price analysis indicators help investors to evaluate how Nuveen ESG etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nuveen ESG shares will generate the highest return on investment. By understating and applying Nuveen ESG etf market price indicators, traders can identify Nuveen ESG position entry and exit signals to maximize returns.
Nuveen ESG Return and Market Media
The median price of Nuveen ESG for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 22.28 with a coefficient of variation of 1.19. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 22.28, and mean deviation of 0.23. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Nuveen ESG U.S. Aggregate Bond declares monthly distribution of 0.0680 | 10/02/2024 |
2 | Proactive Strategies - Stock Traders Daily | 11/14/2024 |
About Nuveen ESG 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 etfs. Alpha measures the amount that position in Nuveen ESG Aggregate 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.
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 ESG 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 ESG's short interest history, or implied volatility extrapolated from Nuveen ESG options trading.
Build Portfolio with Nuveen ESG
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Nuveen ESG Backtesting, Portfolio Optimization, Nuveen ESG Correlation, Nuveen ESG Hype Analysis, Nuveen ESG Volatility, Nuveen ESG History and analyze Nuveen ESG Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Nuveen ESG technical etf 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, etf market cycles, or different charting patterns.