Natixis Oakmark Fund Alpha and Beta Analysis

NEOYX Fund  USD 32.47  0.40  1.25%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Natixis Oakmark Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Natixis Oakmark over a specified time horizon. Remember, high Natixis Oakmark's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Natixis Oakmark's market risk premium analysis include:
Beta
(0.15)
Alpha
0.16
Risk
0.7
Sharpe Ratio
0.23
Expected Return
0.16
Please note that although Natixis Oakmark alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Natixis Oakmark did 0.16  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Natixis Oakmark Fund fund's relative risk over its benchmark. Natixis Oakmark Fund has a beta of 0.15  . As returns on the market increase, returns on owning Natixis Oakmark are expected to decrease at a much lower rate. During the bear market, Natixis Oakmark is likely to outperform the market. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Natixis Oakmark Backtesting, Portfolio Optimization, Natixis Oakmark Correlation, Natixis Oakmark Hype Analysis, Natixis Oakmark Volatility, Natixis Oakmark History and analyze Natixis Oakmark Performance.

Natixis Oakmark Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Natixis Oakmark market risk premium is the additional return an investor will receive from holding Natixis Oakmark long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Natixis Oakmark. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Natixis Oakmark's performance over market.
α0.16   β-0.15

Natixis Oakmark expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Natixis Oakmark's Buy-and-hold return. Our buy-and-hold chart shows how Natixis Oakmark performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Natixis Oakmark Market Price Analysis

Market price analysis indicators help investors to evaluate how Natixis Oakmark mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natixis Oakmark shares will generate the highest return on investment. By understating and applying Natixis Oakmark mutual fund market price indicators, traders can identify Natixis Oakmark position entry and exit signals to maximize returns.

Natixis Oakmark Return and Market Media

The median price of Natixis Oakmark for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 29.99 with a coefficient of variation of 3.01. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 30.18, and mean deviation of 0.75. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Exclusive Chinas Harvest Fund cuts Hong Kong staff in pullback from offshore business, sources say - Reuters
01/12/2024

About Natixis Oakmark Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Natixis or other funds. Alpha measures the amount that position in Natixis Oakmark Fund has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Natixis Oakmark in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Natixis Oakmark's short interest history, or implied volatility extrapolated from Natixis Oakmark options trading.

Build Portfolio with Natixis Oakmark

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Natixis Oakmark Backtesting, Portfolio Optimization, Natixis Oakmark Correlation, Natixis Oakmark Hype Analysis, Natixis Oakmark Volatility, Natixis Oakmark History and analyze Natixis Oakmark Performance.
You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

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Natixis Oakmark 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.
A focus of Natixis Oakmark technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Natixis Oakmark trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...