Natixis Mutual Fund Volatility

NEOYX -  USA Fund  

USD 32.38  1.00  3.00%

We consider Natixis Oakmark very steady. Natixis Oakmark has Sharpe Ratio of 0.011, which conveys that the entity had 0.011% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Natixis Oakmark, which you can use to evaluate the future volatility of the fund. Please verify Natixis Oakmark Mean Deviation of 0.6724, downside deviation of 0.9429, and Risk Adjusted Performance of 0.0129 to check out if the risk estimate we provide is consistent with the expected return of 0.0099%.

Natixis Volatility 

 
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Natixis Oakmark Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Natixis daily returns, and it is calculated using variance and standard deviation. We also use Natixis's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Natixis Oakmark volatility.

720 Days Market Risk

Very steady

Chance of Distress

720 Days Economic Sensitivity

Almost mirrors the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Natixis Oakmark can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Natixis Oakmark at lower prices. For example, an investor can purchase Natixis stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Natixis Oakmark's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Natixis Oakmark Market Sensitivity And Downside Risk

Natixis Oakmark's beta coefficient measures the volatility of Natixis mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Natixis mutual fund's returns against your selected market. In other words, Natixis Oakmark's beta of 1.13 provides an investor with an approximation of how much risk Natixis Oakmark mutual fund can potentially add to one of your existing portfolios.
Let's try to break down what Natixis's beta means in this case. Natixis Oakmark returns are very sensitive to returns on the market. As the market goes up or down, Natixis Oakmark is expected to follow.
3 Months Beta |Analyze Natixis Oakmark Demand Trend
Check current 90 days Natixis Oakmark correlation with market (DOW)

Natixis Beta

    
  1.13  
Natixis standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.9  
It is essential to understand the difference between upside risk (as represented by Natixis Oakmark's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Natixis Oakmark stock's daily returns or price. Since the actual investment returns on holding a position in Natixis Oakmark stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Natixis Oakmark.

Natixis Oakmark Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Natixis Oakmark stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Natixis Oakmark's price changes. Investors will then calculate the volatility of Natixis Oakmark's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Natixis Oakmark's volatility:

Historical Volatility

This type of stock volatility measures Natixis Oakmark's fluctuations based on previous trends. It's commonly used to predict Natixis Oakmark's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Natixis Oakmark's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Natixis Oakmark high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Natixis Oakmark closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Natixis Oakmark Projected Return Density Against Market

Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.1308 . This indicates Natixis Oakmark market returns are sensitive to returns on the market. As the market goes up or down, Natixis Oakmark is expected to follow.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Natixis Oakmark or Natixis Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Natixis Oakmark stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Natixis stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has an alpha of 0.0364, implying that it can generate a 0.0364 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Natixis Oakmark's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Natixis Oakmark stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Natixis Oakmark Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Natixis Oakmark or Natixis Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Natixis Oakmark stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Natixis stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of Natixis Oakmark is 9098.12. The daily returns are distributed with a variance of 0.81 and standard deviation of 0.9. The mean deviation of Natixis Oakmark is currently at 0.65. For similar time horizon, the selected benchmark (DOW) has volatility of 0.75
α
Alpha over DOW
0.0364
β
Beta against DOW1.13
σ
Overall volatility
0.90
Ir
Information ratio 0.0357

Natixis Oakmark Mutual Fund Return Volatility

Natixis Oakmark historical daily return volatility represents how much Natixis Oakmark stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 0.8994% volatility of returns over 90 . By contrast, DOW inherits 0.8268% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Natixis Oakmark Volatility

Volatility is a rate at which the price of Natixis Oakmark or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Natixis Oakmark may increase or decrease. In other words, similar to Natixis's beta indicator, it measures the risk of Natixis Oakmark and helps estimate the fluctuations that may happen in a short period of time. So if prices of Natixis Oakmark fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
Under normal market conditions, the fund primarily invests in common stocks of U.S. companies. Natixis Oakmark is traded on NASDAQ Exchange in the United States.

Natixis Oakmark Investment Opportunity

Natixis Oakmark has a volatility of 0.9 and is 1.08 times more volatile than DOW. of all equities and portfolios are less risky than Natixis Oakmark. Compared to the overall equity markets, volatility of historical daily returns of Natixis Oakmark is lower than 7 () of all global equities and portfolios over the last 90 days. Use Natixis Oakmark to protect your portfolios against small market fluctuations. The mutual fund experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Natixis Oakmark to be traded at $31.08 in 90 days. . Let's try to break down what Natixis's beta means in this case. Natixis Oakmark returns are very sensitive to returns on the market. As the market goes up or down, Natixis Oakmark is expected to follow.

Almost no diversification

The correlation between Natixis Oakmark and DJI is Almost no diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Natixis Oakmark and DJI in the same portfolio assuming nothing else is changed.

Natixis Oakmark Additional Risk Indicators

The analysis of Natixis Oakmark's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Natixis Oakmark's investment and either accepting that risk or mitigating it. Along with some common measures of Natixis Oakmark stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance0.0129
Market Risk Adjusted Performance0.0131
Mean Deviation0.6724
Semi Deviation0.9071
Downside Deviation0.9429
Coefficient Of Variation6755.72
Standard Deviation0.9111
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Natixis Oakmark Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Natixis Oakmark as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Natixis Oakmark's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Natixis Oakmark's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Natixis Oakmark.
Additionally, see Stocks Correlation. Note that the Natixis Oakmark information on this page should be used as a complementary analysis to other Natixis Oakmark'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 Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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When running Natixis Oakmark price analysis, check to measure Natixis Oakmark's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Natixis Oakmark is operating at the current time. Most of Natixis Oakmark's value examination focuses on studying past and present price action to predict the probability of Natixis Oakmark's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Natixis Oakmark's price. Additionally, you may evaluate how the addition of Natixis Oakmark to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Natixis Oakmark's value and its price as these two are different measures arrived at by different means. Investors typically determine Natixis Oakmark value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natixis Oakmark'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.