Natixis Oakmark Mutual Fund Forward View - 8 Period Moving Average
| NOIAX Fund | USD 17.56 0.49 2.87% |
8 Period Moving Average is applied to Natixis Oakmark International's daily closing prices, and the resulting forecast is presented with accuracy metrics. Wide deviation between fitted and observed values suggests the model's assumptions may not match current market conditions. The 8 Period Moving Average model projects Natixis Oakmark at 17.15 for the next trading day, below the most recent closing price. This 8 Period Moving Average output is provided as analytical reference and does not constitute a trading recommendation.
8 Period Moving Average Price Forecast For the 8th of May
Over a 90-day horizon, the 8 Period Moving Average model forecasts Natixis Oakmark at 17.15 for the next trading day, with a mean absolute deviation of 0.36 , mean absolute percentage error of 0.02 , and sum of absolute errors of 19.58 .This represents a tight forecast with good short-term tracking of Natixis Oakmark's price movement. This output is intended for short-term analytical reference.
Mutual Fund Forecast Pattern
| Backtest Natixis Oakmark | Natixis Oakmark Price Prediction | Research Analysis |
Forecasted Value
The projected range for Natixis Oakmark reflects the model's ability to define credible downside and upside scenarios for the next trading day. The projected band runs from roughly 15.83 on the downside to about 18.47 on the upside. The wide range indicates elevated uncertainty in short-term projections.
Model Predictive Factors
The table below summarizes the 8 Period Moving Average model's error metrics for Natixis Oakmark mutual fund. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 103.6243 |
| Bias | Arithmetic mean of the errors | 0.0747 |
| MAD | Mean absolute deviation | 0.3625 |
| MAPE | Mean absolute percentage error | 0.0216 |
| SAE | Sum of the absolute errors | 19.5775 |
Other Forecasting Options for Natixis Oakmark
Natixis Oakmark's daily price returns decompose into trend, seasonal, and residual components. Divergence between short-term and long-term averages in Natixis Oakmark often signals an upcoming reversal or acceleration.Natixis Oakmark Related Equities
Checking Natixis Oakmark against related firms within the Foreign Large Value space reveals where the stock stands among peers. Checking cash flow across this peer set helps gauge Natixis Oakmark's relative financial strength. Firms that trade at big discounts to peers on core metrics may be worth more research. Tracking Natixis Oakmark's results against these peers over time helps spot rising trends early.
| Risk & Return | Correlation |
Natixis Oakmark Market Strength Events
Market strength indicators for Natixis Oakmark mutual fund provide a framework for assessing security responsiveness. A rising Accumulation/Distribution line alongside rising price confirms institutional buying interest in Natixis Oakmark.
| Rate Of Daily Change | 1.03 | |||
| Day Median Price | 17.56 | |||
| Day Typical Price | 17.56 | |||
| Price Action Indicator | 0.24 | |||
| Period Momentum Indicator | 0.49 | |||
| Relative Strength Index | 54.99 |
Natixis Oakmark Risk Indicators
Assessing Natixis Oakmark's risk indicators is a structured way to evaluate the risk-return trade-off for natixis oakmark mutual fund. The level of risk embedded in Natixis Oakmark's feeds directly into exposure calibration.
| Mean Deviation | 0.9007 | |||
| Standard Deviation | 1.27 | |||
| Variance | 1.6 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.