Natixis ASG Managed Futures Strategy N secures Downside Deviation of 1.16, Mean Deviation of 0.7557 and Risk Adjusted Performance of 0.0145. Natixis ASG Managed Futures Strategy N 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 and Potential Upside to decide if Natixis ASG Managed Futures Strategy N is priced some-what accurately providing market reflects its recent price of 8.84 per share.
|Horizon||30 Days Login to change|
Natixis ASG Managed Technical Analysis
Natixis ASG Managed Trend AnalysisUse this graph to draw trend lines for Natixis ASG Managed Futures Strategy N. 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 LineThe following chart estimates an ordinary least squares regression model for Natixis ASG Managed Futures Strategy N applied against its price change over selected period. The best fit line has a slop of 0.005423 % which means Natixis ASG Managed Futures Strategy N will continue generating value for investors. It has 78 observation points and a regression sum of squares at 0.29, which is the sum of squared deviations for the predicted Natixis ASG price change compared to its average price change.
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|Risk Adjusted Performance||0.0145|
|Market Risk Adjusted Performance||0.642|
|Coefficient Of Variation||7845.24|
|Total Risk Alpha||0.0904|
|Value At Risk||(1.80)|
|Expected Short fall||(0.70)|