Natixis Investment Correlations
| VNMC Etf | USD 35.91 0.00 0.00% |
The current 90-days correlation between Natixis Investment and Natixis ETF Trust is 0.12 (i.e., Average diversification). The correlation of Natixis Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Natixis Investment Correlation With Market
Modest diversification
The correlation between Natixis Investment Managers and DJI is 0.22 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Natixis Investment Managers and DJI in the same portfolio, assuming nothing else is changed.
Natixis |
Moving against Natixis Etf
| 0.5 | VEA | Vanguard FTSE Developed | PairCorr |
| 0.43 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.42 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.4 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.35 | DD | Dupont De Nemours Fiscal Year End 4th of February 2025 | PairCorr |
Related Correlations Analysis
| 0.54 | 0.96 | 0.98 | 0.83 | VNSE | ||
| 0.54 | 0.59 | 0.61 | 0.64 | EQOP | ||
| 0.96 | 0.59 | 0.97 | 0.89 | TGRW | ||
| 0.98 | 0.61 | 0.97 | 0.89 | USEP | ||
| 0.83 | 0.64 | 0.89 | 0.89 | TSOC | ||
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Natixis Investment Constituents Risk-Adjusted Indicators
There is a big difference between Natixis Etf performing well and Natixis Investment ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Natixis Investment's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VNSE | 0.67 | (0.04) | (0.04) | 0.08 | 0.99 | 1.46 | 4.82 | |||
| EQOP | 4.47 | 0.20 | 0.02 | 0.59 | 6.53 | 12.51 | 25.09 | |||
| TGRW | 0.72 | 0.00 | (0.01) | 0.13 | 0.95 | 1.82 | 4.80 | |||
| USEP | 0.23 | 0.00 | (0.21) | 0.11 | 0.23 | 0.58 | 1.74 | |||
| TSOC | 0.29 | 0.09 | (0.11) | (0.77) | 0.13 | 0.89 | 1.94 |
Natixis Investment Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Natixis Investment etf to make a market-neutral strategy. Peer analysis of Natixis Investment could also be used in its relative valuation, which is a method of valuing Natixis Investment by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |