Northern Funds Etf Fundamentals
| MUNA Etf | 100.51 0.05 0.05% |
As of the 24th of January, Northern Funds secures the Risk Adjusted Performance of 0.0353, coefficient of variation of 802.03, and Mean Deviation of 0.0733. Our technical analysis interface lets you check existing technical drivers of Northern Funds, as well as the relationship between them.
Northern Funds' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Northern Funds' valuation are provided below:Northern Funds does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Northern | Build AI portfolio with Northern Etf |
The market value of Northern Funds is measured differently than its book value, which is the value of Northern that is recorded on the company's balance sheet. Investors also form their own opinion of Northern Funds' value that differs from its market value or its book value, called intrinsic value, which is Northern Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Northern Funds' market value can be influenced by many factors that don't directly affect Northern Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Northern Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Northern Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Northern Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Northern Funds '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 Northern Funds' etf 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 Northern Funds.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Northern Funds on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Northern Funds or generate 0.0% return on investment in Northern Funds over 90 days. Northern Funds is related to or competes with SPDR SSGA, Series Portfolios, IShares IBonds, BondBloxx ETF, Franklin Dividend, Invesco BulletShares, and Macquarie Focused. More
Northern Funds 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 Northern Funds' etf 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 Northern Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1075 | |||
| Information Ratio | (0.58) | |||
| Maximum Drawdown | 0.6692 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.2005 |
Northern Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Funds' standard deviation. In reality, there are many statistical measures that can use Northern Funds historical prices to predict the future Northern Funds' volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | 0.0029 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.60) | |||
| Treynor Ratio | 0.2764 |
Northern Funds January 24, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0353 | |||
| Market Risk Adjusted Performance | 0.2864 | |||
| Mean Deviation | 0.0733 | |||
| Downside Deviation | 0.1075 | |||
| Coefficient Of Variation | 802.03 | |||
| Standard Deviation | 0.111 | |||
| Variance | 0.0123 | |||
| Information Ratio | (0.58) | |||
| Jensen Alpha | 0.0029 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.60) | |||
| Treynor Ratio | 0.2764 | |||
| Maximum Drawdown | 0.6692 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.2005 | |||
| Downside Variance | 0.0116 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.7087 | |||
| Kurtosis | 4.53 |
Northern Funds Backtested Returns
At this point, Northern Funds is very steady. Northern Funds has Sharpe Ratio of 0.17, which conveys that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Northern Funds, which you can use to evaluate the volatility of the etf. Please verify Northern Funds' Coefficient Of Variation of 802.03, risk adjusted performance of 0.0353, and Mean Deviation of 0.0733 to check out if the risk estimate we provide is consistent with the expected return of 0.0171%. The etf secures a Beta (Market Risk) of 0.0139, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Northern Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Funds is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Northern Funds has good predictability. Overlapping area represents the amount of predictability between Northern Funds time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Northern Funds price movement. The serial correlation of 0.68 indicates that around 68.0% of current Northern Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Employee typically refers to an individual working under a contract of employment, whether oral or written, express or implied, and has recognized his or her rights and duties. Most officers of corporations are included as employees and contractors are generally excluded.
Based on the recorded statements, Northern Funds is currently employing 1.0 people. This is much higher than that of the family and significantly higher than that of the Number Of Employees category. The number of employees for all United States etfs is notably lower than that of the firm.
Northern Number Of Employees Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Northern Funds' direct or indirect competition against its Number Of Employees to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Northern Funds could also be used in its relative valuation, which is a method of valuing Northern Funds by comparing valuation metrics of similar companies.Northern Funds is currently under evaluation in number of employees as compared to similar ETFs.
About Northern Funds Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Northern Funds's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Northern Funds using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Northern Funds based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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.When determining whether Northern Funds offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Northern Funds' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Northern Funds Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Northern Funds Etf:Check out Northern Funds Performance and Northern Funds Technical Analysis analysis. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
The market value of Northern Funds is measured differently than its book value, which is the value of Northern that is recorded on the company's balance sheet. Investors also form their own opinion of Northern Funds' value that differs from its market value or its book value, called intrinsic value, which is Northern Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Northern Funds' market value can be influenced by many factors that don't directly affect Northern Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Northern Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Northern Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Northern Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.