Natixis Sustainable Future Fund Market Value
| NSFKX Fund | USD 12.24 0.02 0.16% |
| Symbol | Natixis |
Natixis Sustainable '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 Sustainable'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 Sustainable.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Natixis Sustainable on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Natixis Sustainable Future or generate 0.0% return on investment in Natixis Sustainable over 720 days. Natixis Sustainable is related to or competes with Vanguard Target, American Funds, Fidelity Freedom, and Fidelity Freedom. The advisor employs an asset allocation strategy designed for investors planning to retire within a few years of the tar... More
Natixis Sustainable 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 Sustainable'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 Sustainable Future upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7115 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.78 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.05 |
Natixis Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natixis Sustainable's standard deviation. In reality, there are many statistical measures that can use Natixis Sustainable historical prices to predict the future Natixis Sustainable's volatility.| Risk Adjusted Performance | 0.0736 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0694 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natixis Sustainable'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 Sustainable Backtested Returns
We consider Natixis Sustainable very steady. Natixis Sustainable has Sharpe Ratio of 0.0885, which conveys that the entity had a 0.0885% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Natixis Sustainable, which you can use to evaluate the volatility of the fund. Please verify Natixis Sustainable's Mean Deviation of 0.4961, downside deviation of 0.7115, and Risk Adjusted Performance of 0.0736 to check out if the risk estimate we provide is consistent with the expected return of 0.0585%. The fund secures a Beta (Market Risk) of 0.94, which conveys possible diversification benefits within a given portfolio. Natixis Sustainable returns are very sensitive to returns on the market. As the market goes up or down, Natixis Sustainable is expected to follow.
Auto-correlation | 0.70 |
Good predictability
Natixis Sustainable Future has good predictability. Overlapping area represents the amount of predictability between Natixis Sustainable time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th 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 Sustainable price movement. The serial correlation of 0.7 indicates that around 70.0% of current Natixis Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Natixis Sustainable lagged returns against current returns
Autocorrelation, which is Natixis Sustainable 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 Sustainable's mutual fund expected returns. We can calculate the autocorrelation of Natixis Sustainable returns to help us make a trade decision. For example, suppose you find that Natixis Sustainable 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 Sustainable 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 Sustainable mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natixis Sustainable 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 Sustainable mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Natixis Sustainable Lagged Returns
When evaluating Natixis Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natixis Sustainable mutual fund have on its future price. Natixis Sustainable 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 Sustainable autocorrelation shows the relationship between Natixis Sustainable mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Natixis Sustainable Future.
Regressed Prices |
| Timeline |
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 Sustainable 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 Sustainable's short interest history, or implied volatility extrapolated from Natixis Sustainable options trading.
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Natixis Sustainable 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.