Natixis Etf Trust Etf Market Value
| VNSE Etf | USD 34.95 0.24 0.68% |
| 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.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Natixis ETF on October 29, 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 JPMorgan BetaBuilders, JPMorgan Core, JPMorgan BetaBuilders, and JPMorgan Emerging. The fund, under normal market conditions, will invest primarily in equity securities, including exchange-traded common s... 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 | 1.09 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.46 |
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 | 0.0663 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0712 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natixis ETF's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Natixis ETF Trust Backtested Returns
At this point, Natixis ETF is very steady. Natixis ETF Trust has Sharpe Ratio of 0.0758, which conveys that the entity had a 0.0758% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Natixis ETF, which you can use to evaluate the volatility of the etf. Please verify Natixis ETF's Risk Adjusted Performance of 0.0663, mean deviation of 0.6714, and Downside Deviation of 1.09 to check out if the risk estimate we provide is consistent with the expected return of 0.0742%. The etf secures a Beta (Market Risk) of 1.01, which conveys a somewhat significant risk relative to the market. 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 | 0.90 |
Excellent predictability
Natixis ETF Trust has excellent predictability. Overlapping area represents the amount of predictability between Natixis ETF time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 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 0.9 indicates that approximately 90.0% of current Natixis ETF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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.