Natixis Etf Trust Etf Market Value
| LSGR Etf | 38.49 0.38 1.00% |
| 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.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Natixis ETF on October 31, 2024 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 30 days. Natixis ETF is related to or competes with Vanguard Growth, IShares Russell, IShares SP, IShares Core, Vanguard Mega, Vanguard Russell, and IShares MSCI. 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 | 1.25 | |||
| Information Ratio | 0.0551 | |||
| Maximum Drawdown | 5.15 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 1.91 |
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 | 0.1403 | |||
| Jensen Alpha | 0.0711 | |||
| Total Risk Alpha | 0.0039 | |||
| Sortino Ratio | 0.0487 | |||
| Treynor Ratio | 0.2048 |
Natixis ETF Trust Backtested Returns
Natixis ETF appears to be very steady, given 3 months investment horizon. Natixis ETF Trust has Sharpe Ratio of 0.23, which conveys that the entity had a 0.23% return per unit of risk over the last 3 months. We have found thirty technical indicators for Natixis ETF, which you can use to evaluate the volatility of the etf. Please exercise Natixis ETF's Mean Deviation of 0.796, risk adjusted performance of 0.1403, and Downside Deviation of 1.25 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.92, which conveys possible diversification benefits within a given portfolio. Natixis ETF returns are very sensitive to returns on the market. As the market goes up or down, Natixis ETF is expected to follow.
Auto-correlation | 0.44 |
Average predictability
Natixis ETF Trust has average predictability. Overlapping area represents the amount of predictability between Natixis ETF time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 0.44 indicates that just about 44.0% of current Natixis ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 |
Pair Trading with Natixis ETF
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Natixis ETF position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Natixis ETF will appreciate offsetting losses from the drop in the long position's value.Moving together with Natixis Etf
| 0.99 | VUG | Vanguard Growth Index | PairCorr |
| 0.98 | IWF | iShares Russell 1000 | PairCorr |
| 0.97 | IVW | iShares SP 500 | PairCorr |
| 0.97 | SPYG | SPDR Portfolio SP | PairCorr |
| 0.97 | IUSG | iShares Core SP | PairCorr |
The ability to find closely correlated positions to Natixis ETF could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Natixis ETF when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Natixis ETF - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Natixis ETF Trust to buy it.
The correlation of Natixis ETF 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Natixis ETF moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Natixis ETF Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Natixis ETF can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
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.