Natixis Equity Opportunities Fund Market Value
| NEFSX Fund | USD 47.32 0.08 0.17% |
| Symbol | Natixis |
Natixis Us '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 Natixis Us' mutual fund 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 Natixis Us.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Natixis Us on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Natixis Equity Opportunities or generate 0.0% return on investment in Natixis Us over 30 days. Natixis Us is related to or competes with Vaughan Nelson, Loomis Sayles, Loomis Sayles, Morningstar Unconstrained, Thrivent High, Via Renewables, and T Rowe. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities More
Natixis Us 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 Natixis Us' mutual fund 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 Natixis Equity Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8403 | |||
| Information Ratio | 0.0706 | |||
| Maximum Drawdown | 5.13 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.4 |
Natixis Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natixis Us' standard deviation. In reality, there are many statistical measures that can use Natixis Us historical prices to predict the future Natixis Us' volatility.| Risk Adjusted Performance | 0.1543 | |||
| Jensen Alpha | 0.0604 | |||
| Total Risk Alpha | 0.0468 | |||
| Sortino Ratio | 0.0732 | |||
| Treynor Ratio | 0.1631 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natixis Us' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Natixis Equity Oppor Backtested Returns
Natixis Us appears to be very steady, given 3 months investment horizon. Natixis Equity Oppor has Sharpe Ratio of 0.26, which conveys that the entity had a 0.26% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Natixis Us, which you can use to evaluate the volatility of the fund. Please exercise Natixis Us' Downside Deviation of 0.8403, mean deviation of 0.6158, and Risk Adjusted Performance of 0.1543 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 1.01, which conveys a somewhat significant risk relative to the market. Natixis Us returns are very sensitive to returns on the market. As the market goes up or down, Natixis Us is expected to follow.
Auto-correlation | 0.86 |
Very good predictability
Natixis Equity Opportunities has very good predictability. Overlapping area represents the amount of predictability between Natixis Us time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Natixis Equity Oppor price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Natixis Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Natixis Equity Oppor lagged returns against current returns
Autocorrelation, which is Natixis Us mutual fund'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 Natixis Us' mutual fund expected returns. We can calculate the autocorrelation of Natixis Us returns to help us make a trade decision. For example, suppose you find that Natixis Us has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Natixis Us 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 Natixis Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natixis Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natixis Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Natixis Us Lagged Returns
When evaluating Natixis Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natixis Us mutual fund have on its future price. Natixis Us 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, Natixis Us autocorrelation shows the relationship between Natixis Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Natixis Equity Opportunities.
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.Other Information on Investing in Natixis Mutual Fund
Natixis Us financial ratios help investors to determine whether Natixis Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Natixis with respect to the benefits of owning Natixis Us security.
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