Nuveen High Semi Variance
Nuveen High semi-variance technical analysis lookup allows you to check this and other technical indicators for Nuveen High Yield or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Nuveen High Yield has current Semi Variance of 0. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.Nuveen |
| = | 0 |
SUM | = | Summation notation |
RET DEV | = | Actual return deviation over selected period |
N(ZERO) | = | Number of points with returns less than zero |
Nuveen High Semi Variance Peers Comparison
Nuveen Semi Variance Relative To Other Indicators
Nuveen High Yield is rated below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Semi Variance |
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Nuveen High Technical Signals
All Nuveen High Technical Indicators
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Math Transform | ||
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Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | (0.1) | |||
Market Risk Adjusted Performance | (0.73) | |||
Mean Deviation | 0.2171 | |||
Coefficient Of Variation | (980.57) | |||
Standard Deviation | 0.2924 | |||
Variance | 0.0855 | |||
Information Ratio | (0.52) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.08) | |||
Treynor Ratio | (0.74) | |||
Maximum Drawdown | 1.37 | |||
Value At Risk | (0.57) | |||
Potential Upside | 0.4383 | |||
Skewness | 0.0664 | |||
Kurtosis | 0.169 |