Natixis Mutual Fund Manager Performance Evaluation

NSFDX -  USA Fund  

USD 10.16  0.02  0.20%

The fund secures a Beta (Market Risk) of -0.0026, which conveys not very significant fluctuations relative to the market. Let's try to break down what Natixis's beta means in this case. As returns on the market increase, returns on owning Natixis Sustainable are expected to decrease at a much lower rate. During the bear market, Natixis Sustainable is likely to outperform the market. Even though it is essential to pay attention to Natixis Sustainable price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Natixis Sustainable exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Natixis Mutual Fund Performance 

 
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Natixis Performance
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Over the last 90 days Natixis Sustainable Future has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong fundamental indicators, Natixis Sustainable is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low9.37
Fifty Two Week High12.03
Annual Report Expense Ratio0.55%

Natixis Sustainable Relative Risk vs. Return Landscape

If you would invest  1,029  in Natixis Sustainable Future on September 2, 2021 and sell it today you would lose (11.00)  from holding Natixis Sustainable Future or give up 1.07% of portfolio value over 90 days. Natixis Sustainable Future is currently producing negative expected returns and takes up 0.3874% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Natixis, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Natixis Sustainable is expected to generate 0.48 times more return on investment than the market. However, the company is 2.09 times less risky than the market. It trades about -0.04 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

Natixis Sustainable Current Valuation

Undervalued
Today
10.16
1st of December 2021
Share
Please note that Natixis Sustainable's price fluctuation is very steady at this time.
Natixis Sustainable secures a last-minute Real Value of $11.09 per share. The latest price of the fund is $10.16. At this time, the fund appears to be undervalued. We determine the value of Natixis Sustainable from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued stocks and dropping overvalued stocks since, at some point, stock prices and their ongoing real values will merge together.
Our valuation method for Natixis Sustainable Future is useful when determining the fair value of the Natixis mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Natixis Sustainable. Since Natixis Sustainable is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Natixis Mutual Fund. However, Natixis Sustainable's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
11.09
Real Value
11.48
Upside
Estimating the potential upside or downside of Natixis Sustainable Future helps investors to forecast how Natixis mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Natixis Sustainable more accurately as focusing exclusively on Natixis Sustainable's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.1410.3010.46
Details
Hype
Prediction
LowEstimated ValueHigh
9.7710.1610.55
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
1.071.121.16
Details

Natixis Sustainable Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis Sustainable's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Natixis Sustainable Future, and traders can use it to determine the average amount a Natixis Sustainable's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0428

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Negative ReturnsNSFDX
Estimated Market Risk
 0.39
  actual daily
 
 3 %
of total potential
 
33
Expected Return
 -0.02
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.04
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 0 %
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00
Based on monthly moving average Natixis Sustainable is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Natixis Sustainable by adding it to a well-diversified portfolio.

About Natixis Sustainable Performance

To evaluate Natixis Sustainable Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Natixis Sustainable generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Natixis Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Natixis Sustainable stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Natixis's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The investment seeks the highest total return consistent with its current asset allocation. Natixis Sustainable is traded on NASDAQ Exchange in the United States.

Things to note about Natixis Sustainable

Checking the ongoing alerts about Natixis Sustainable for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Natixis Sustainable help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Natixis Sustainable Alerts

Equity Alerts and Improvement Suggestions

Natixis Sustainable generated a negative expected return over the last 90 days
Natixis Sustainable is unlikely to experience financial distress in the next 2 years
The fund maintains about 6.26% of its assets in cash
Additionally, see Stocks Correlation. Note that the Natixis Sustainable information on this page should be used as a complementary analysis to other Natixis Sustainable's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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Please note, there is a significant difference between Natixis Sustainable's value and its price as these two are different measures arrived at by different means. Investors typically determine Natixis Sustainable value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natixis Sustainable's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.