## Natixis ASG Technical Analysis |

Natixis ASG Managed Futures Strategy A -- USA Fund | ## USD 10.18 0.01 0.0981% |

Natixis ASG Managed Futures Strategy A secures Mean Deviation of 1.23 and Risk Adjusted Performance of 0.35. Natixis ASG Managed Futures Strategy A technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the organization future prices. Strictly speaking you can use this information to find out if the organization will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for Natixis ASG which can be compared to its peers in the industry. Please verify Natixis ASG Managed Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Natixis ASG Managed Futures Strategy A is priced some-what accurately providing market reflects its recent price of 10.18 per share.

Time Horizon | 30 Days Login to change |

## Natixis ASG Managed Technical Analysis

The output start index for this execution was twelve with a total number of output elements of five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Natixis ASG Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.

## Natixis ASG Managed Trend Analysis

Use this graph to draw trend lines for Natixis ASG Managed Futures Strategy A. You can use it to identify possible trend reversals for Natixis ASG as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Natixis ASG price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.## Natixis ASG Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Natixis ASG Managed Futures Strategy A applied against its price change over selected period. The best fit line has a slop of 0.08 % which may suggest that Natixis ASG Managed Futures Strategy A market price will keep on failing further. It has 34 observation points and a regression sum of squares at 4.77, which is the sum of squared deviations for the predicted Natixis ASG price change compared to its average price change.**third**largest fund in mean deviation among similar funds. It is

**second**largest fund in standard deviation among similar funds creating about 1.35 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Natixis ASG Managed Futures Strategy A is roughly 1.35

## Technical Drivers

Natixis ASG February 23, 2018 Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.35 | ||

Market Risk Adjusted Performance | 1.07 | ||

Mean Deviation | 1.23 | ||

Coefficient Of Variation | 499.73 | ||

Standard Deviation | 1.67 | ||

Variance | 2.78 | ||

Information Ratio | 0.11 | ||

Jensen Alpha | 0.29 | ||

Total Risk Alpha | 0.19 | ||

Treynor Ratio | 1.08 | ||

Maximum Drawdown | 6.06 | ||

Value At Risk | 3.05 | ||

Potential Upside | 1.16 | ||

Skewness | 1.14 | ||

Kurtosis | 1.62 |

## One Year Return

Natixis ASG Managed One Year Return

Based on recorded statements Natixis ASG Managed Futures Strategy A has One Year Return of -7.36%. This is 1043.59% lower than that of the Natixis Funds family, and 81.13% higher than that of Managed Futures category, The One Year Return for all funds is 420.0% higher than the company.

Year Return |

## Fundamentals Correlations

Analyze Natixis ASG Fundamentals Trends

## Natixis ASG Market Strength

Natixis ASG February 23, 2018 Daily Price Condition