Natixis Equity Opportunities Fund Market Value
| NEFSX Fund | USD 38.61 0.04 0.10% |
| Symbol | Natixis |
Natixis Equity '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 Equity'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 Equity.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Natixis Equity on March 20, 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 Equity over 30 days. Natixis Equity is related to or competes with Asg Managed, Asg Managed, Natixis Oakmark, Natixis Oakmark, Natixis Oakmark, Gateway Equity, and Gateway Equity. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities More
Natixis Equity 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 Equity'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 Equity Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8341 | |||
| Information Ratio | 0.0438 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.33 |
Natixis Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natixis Equity's standard deviation. In reality, there are many statistical measures that can use Natixis Equity historical prices to predict the future Natixis Equity's volatility.| Risk Adjusted Performance | 0.0827 | |||
| Jensen Alpha | 0.026 | |||
| Total Risk Alpha | 0.0182 | |||
| Sortino Ratio | 0.0416 | |||
| Treynor Ratio | 0.0812 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natixis Equity'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 Equity Oppor Backtested Returns
We consider Natixis Equity very steady. Natixis Equity Oppor has Sharpe Ratio of 0.1, which conveys that the entity had a 0.1% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Natixis Equity, which you can use to evaluate the volatility of the fund. Please verify Natixis Equity's Downside Deviation of 0.8341, mean deviation of 0.6275, and Risk Adjusted Performance of 0.0827 to check out if the risk estimate we provide is consistent with the expected return of 0.0819%. The fund secures a Beta (Market Risk) of 1.15, which conveys a somewhat significant risk relative to the market. Natixis Equity returns are very sensitive to returns on the market. As the market goes up or down, Natixis Equity is expected to follow.
Auto-correlation | 0.49 |
Average predictability
Natixis Equity Opportunities has average predictability. Overlapping area represents the amount of predictability between Natixis Equity time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 0.49 indicates that about 49.0% of current Natixis Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Natixis Equity Oppor lagged returns against current returns
Autocorrelation, which is Natixis Equity 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 Equity's mutual fund expected returns. We can calculate the autocorrelation of Natixis Equity returns to help us make a trade decision. For example, suppose you find that Natixis Equity 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 Equity 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 Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natixis Equity 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 Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Natixis Equity Lagged Returns
When evaluating Natixis Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natixis Equity mutual fund have on its future price. Natixis Equity 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 Equity autocorrelation shows the relationship between Natixis Equity 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 |
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Natixis Equity technical mutual fund 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, fund market cycles, or different charting patterns.