Natixis Etf Trust Etf Market Value
| GQI Etf | 55.31 0.25 0.45% |
| Symbol | Natixis |
The market value of Natixis ETF Trust is measured differently than its book value, which is the value of Natixis that is recorded on the company's balance sheet. Investors also form their own opinion of Natixis ETF's value that differs from its market value or its book value, called intrinsic value, which is Natixis ETF's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Natixis ETF's market value can be influenced by many factors that don't directly affect Natixis ETF's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Natixis ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine if Natixis ETF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natixis ETF'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.
Natixis ETF '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 ETF's etf 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 ETF.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Natixis ETF on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Natixis ETF Trust or generate 0.0% return on investment in Natixis ETF over 720 days. Natixis ETF is related to or competes with Freedom Day, Franklin Templeton, IShares MSCI, Tidal Trust, IShares Dividend, Altrius Global, and Invesco Exchange. Natixis ETF is entity of United States. It is traded as Etf on NYSE ARCA exchange. More
Natixis ETF 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 ETF's etf 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 ETF Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7342 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.8522 |
Natixis ETF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natixis ETF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natixis ETF's standard deviation. In reality, there are many statistical measures that can use Natixis ETF historical prices to predict the future Natixis ETF's volatility.| Risk Adjusted Performance | 0.1006 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.116 |
Natixis ETF Trust Backtested Returns
Natixis ETF is very steady at the moment. Natixis ETF Trust has Sharpe Ratio of 0.13, which conveys that the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Natixis ETF, which you can use to evaluate the volatility of the etf. Please verify Natixis ETF's Mean Deviation of 0.4691, downside deviation of 0.7342, and Risk Adjusted Performance of 0.1006 to check out if the risk estimate we provide is consistent with the expected return of 0.0855%. The etf secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Natixis ETF's returns are expected to increase less than the market. However, during the bear market, the loss of holding Natixis ETF is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Natixis ETF Trust has no correlation between past and present. Overlapping area represents the amount of predictability between Natixis ETF time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 ETF Trust price movement. The serial correlation of 0.0 indicates that just 0.0% of current Natixis ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Natixis ETF Trust lagged returns against current returns
Autocorrelation, which is Natixis ETF etf'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 ETF's etf expected returns. We can calculate the autocorrelation of Natixis ETF returns to help us make a trade decision. For example, suppose you find that Natixis ETF has exhibited high autocorrelation historically, and you observe that the etf 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 ETF 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 ETF etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natixis ETF etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natixis ETF etf over time.
Current vs Lagged Prices |
| Timeline |
Natixis ETF Lagged Returns
When evaluating Natixis ETF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natixis ETF etf have on its future price. Natixis ETF 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 ETF autocorrelation shows the relationship between Natixis ETF etf current value and its past values and can show if there is a momentum factor associated with investing in Natixis ETF Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Natixis ETF Trust is a strong investment it is important to analyze Natixis ETF's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Natixis ETF's future performance. For an informed investment choice regarding Natixis Etf, refer to the following important reports:Check out Natixis ETF Correlation, Natixis ETF Volatility and Natixis ETF Alpha and Beta module to complement your research on Natixis ETF. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Natixis ETF technical etf 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, etf market cycles, or different charting patterns.