Natixis Sustainable Future Fund Market Value
| NSFEX Fund | USD 11.63 0.05 0.43% |
| Symbol | Natixis |
Natixis Sustainable '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 Sustainable's 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 Sustainable.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Natixis Sustainable on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Natixis Sustainable Future or generate 0.0% return on investment in Natixis Sustainable over 240 days. Natixis Sustainable is related to or competes with Siit Large, Touchstone Large, Qs Us, Jhancock Disciplined, Vanguard Windsor, and Tax-managed. The advisor employs an asset allocation strategy designed for investors planning to retire within a few years of the tar... More
Natixis Sustainable 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 Sustainable's 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 Sustainable Future upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4212 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.76 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.6076 |
Natixis Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natixis Sustainable's standard deviation. In reality, there are many statistical measures that can use Natixis Sustainable historical prices to predict the future Natixis Sustainable's volatility.| Risk Adjusted Performance | 0.0901 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.0983 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natixis Sustainable's 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 Sustainable Backtested Returns
At this stage we consider Natixis Mutual Fund to be very steady. Natixis Sustainable has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Natixis Sustainable, which you can use to evaluate the volatility of the fund. Please verify Natixis Sustainable's Mean Deviation of 0.3139, risk adjusted performance of 0.0901, and Downside Deviation of 0.4212 to check out if the risk estimate we provide is consistent with the expected return of 0.0596%. The fund secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Natixis Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Natixis Sustainable is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Natixis Sustainable Future has good predictability. Overlapping area represents the amount of predictability between Natixis Sustainable time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 to 2nd 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 Sustainable price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Natixis Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Natixis Sustainable lagged returns against current returns
Autocorrelation, which is Natixis Sustainable 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 Sustainable's mutual fund expected returns. We can calculate the autocorrelation of Natixis Sustainable returns to help us make a trade decision. For example, suppose you find that Natixis Sustainable 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 Sustainable 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 Sustainable mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natixis Sustainable 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 Sustainable mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Natixis Sustainable Lagged Returns
When evaluating Natixis Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natixis Sustainable mutual fund have on its future price. Natixis Sustainable 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 Sustainable autocorrelation shows the relationship between Natixis Sustainable mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Natixis Sustainable Future.
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 Sustainable 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 Sustainable security.
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