Nicholas Fixed Income Etf Market Value
| FIAX Etf | 18.16 0.06 0.33% |
| Symbol | Nicholas |
The market value of Nicholas Fixed Income is measured differently than its book value, which is the value of Nicholas that is recorded on the company's balance sheet. Investors also form their own opinion of Nicholas Fixed's value that differs from its market value or its book value, called intrinsic value, which is Nicholas Fixed's 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 Nicholas Fixed's market value can be influenced by many factors that don't directly affect Nicholas Fixed's 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 Nicholas Fixed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nicholas Fixed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nicholas Fixed's 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.
Nicholas Fixed '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 Nicholas Fixed's 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 Nicholas Fixed.
| 08/14/2025 |
| 11/12/2025 |
If you would invest 0.00 in Nicholas Fixed on August 14, 2025 and sell it all today you would earn a total of 0.00 from holding Nicholas Fixed Income or generate 0.0% return on investment in Nicholas Fixed over 90 days. Nicholas Fixed is related to or competes with Innovator Russell, LeaderSharesTM AlphaFactor, Timothy Plan, Goldman Sachs, Innovator MSCI, Ballast SmallMid, and IShares MSCI. Nicholas Fixed is entity of United States More
Nicholas Fixed 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 Nicholas Fixed's 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 Nicholas Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1573 | |||
| Information Ratio | (0.66) | |||
| Maximum Drawdown | 0.6689 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.2786 |
Nicholas Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nicholas Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nicholas Fixed's standard deviation. In reality, there are many statistical measures that can use Nicholas Fixed historical prices to predict the future Nicholas Fixed's volatility.| Risk Adjusted Performance | 0.0841 | |||
| Jensen Alpha | 0.0104 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.66) | |||
| Treynor Ratio | 0.2755 |
Nicholas Fixed Income Backtested Returns
At this stage we consider Nicholas Etf to be very steady. Nicholas Fixed Income has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nicholas Fixed, which you can use to evaluate the volatility of the etf. Please verify Nicholas Fixed's Mean Deviation of 0.1232, coefficient of variation of 546.24, and Risk Adjusted Performance of 0.0841 to check out if the risk estimate we provide is consistent with the expected return of 0.0301%. The etf secures a Beta (Market Risk) of 0.0681, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nicholas Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nicholas Fixed is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Nicholas Fixed Income has modest predictability. Overlapping area represents the amount of predictability between Nicholas Fixed time series from 14th of August 2025 to 28th of September 2025 and 28th of September 2025 to 12th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nicholas Fixed Income price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Nicholas Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nicholas Fixed Income lagged returns against current returns
Autocorrelation, which is Nicholas Fixed etf'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 Nicholas Fixed's etf expected returns. We can calculate the autocorrelation of Nicholas Fixed returns to help us make a trade decision. For example, suppose you find that Nicholas Fixed has exhibited high autocorrelation historically, and you observe that the etf 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 |
Nicholas Fixed 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 Nicholas Fixed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nicholas Fixed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nicholas Fixed etf over time.
Current vs Lagged Prices |
| Timeline |
Nicholas Fixed Lagged Returns
When evaluating Nicholas Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nicholas Fixed etf have on its future price. Nicholas Fixed 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, Nicholas Fixed autocorrelation shows the relationship between Nicholas Fixed etf current value and its past values and can show if there is a momentum factor associated with investing in Nicholas Fixed Income.
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.When determining whether Nicholas Fixed Income offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Nicholas Fixed's 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 Nicholas Fixed Income Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Nicholas Fixed Income Etf:Check out Nicholas Fixed Correlation, Nicholas Fixed Volatility and Nicholas Fixed Alpha and Beta module to complement your research on Nicholas Fixed. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Nicholas Fixed 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.