Natixis ASG Buy or Sell Recommendation

Macroaxis provides Natixis ASG Managed Futures Strategy A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Natixis ASG positions. The advice algorithm takes into account all of Natixis ASG Managed Futures Strategy A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Natixis ASG buy-and-hold prospective. Check also Natixis ASG Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Natixis ASG Managed Futures Strategy A -- USA Fund  

USD 9.97  0.010000  0.10%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Natixis ASG Managed Futures Strategy A is 'Cautious Hold'.
For the selected time horizon Natixis ASG Managed Futures Strategy A has a mean deviation of 0.403, semi deviation of 0.3005, standard deviation of 0.5596, variance of 0.3132, downside variance of 0.3187 and semi variance of 0.0903
We provide buy, hold, or sell recommendation to complement the last-minute expert consensus on Natixis ASG Managed Futures Strategy A. Our dynamic recommendation engine harnesses multi - dimensional algorithm to analyze the entity potential to grow using all technical and fundamental data available at the time. Please exercise Natixis ASG Managed Total Asset and Minimum Initial Investment to make buy, hold, or sell decision on Natixis ASG Managed Futures Strategy A.

Returns Distribution Density

Mean Return0.12Value At Risk-0.7952
Potential Upside0.925Standard Deviation0.5596
 Return Density 
      Distribution 

Natixis ASG Greeks

α
Alpha over DOW
= 0.15 
βBeta against DOW=(0.41) 
σ
Overall volatility
= 0.56 
 IrInformation ratio = 0.027100 

Natixis ASG Volatility Alert

Natixis ASG Managed Futures Strategy A exhibits very low volatility with skewness of 0.14 and kurtosis of 0.62. However, we advise investors to further study Natixis ASG Managed Futures Strategy A technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Natixis ASG to competition
FundamentalsNatixis ASGPeer Average
One Year Return(7.36) % 2.30 %
Three Year Return0.070000 % 3.97 %
Five Year Return5.99 % 1.27 %
Net Asset3.08 B1.37 B
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight31.82 % 14.48 %
Equity Positions Weight25.44 % 40.68 %
Bond Positions Weight38.22 % 14.72 %
SellBuy
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0864
Market Risk Adjusted Performance(0.26)
Mean Deviation0.403
Semi Deviation0.3005
Downside Deviation0.5646
Coefficient Of Variation459.9
Standard Deviation0.5596
Variance0.3132
Information Ratio0.0271
Jensen Alpha0.1516
Total Risk Alpha(0.029342)
Sortino Ratio0.0269
Treynor Ratio(0.27)
Maximum Drawdown2.41
Value At Risk(0.80)
Potential Upside0.925
Downside Variance0.3187
Semi Variance0.0903
Expected Short fall(0.49)
Skewness0.1409
Kurtosis0.6213