Loomis Mutual Fund Probability of Future Mutual Fund Price Finishing Over 13.54

NERNX -  USA Fund  

USD 13.54  0.04  0.29%

Loomis Sayles' future price is the expected price of Loomis Sayles instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Loomis Sayles Core performance during a given time horizon utilizing its historical volatility.

Loomis Price Probability 

 
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Additionally, see Loomis Sayles Backtesting, Portfolio Optimization, Loomis Sayles Correlation, Loomis Sayles Hype Analysis, Loomis Sayles Volatility, Loomis Sayles History as well as Loomis Sayles Performance. Please specify Loomis Sayles time horizon, a valid symbol (red box) and a target price (blue box) you would like Loomis Sayles odds to be computed.
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Loomis Sayles Target Price Odds to finish over 13.54

The tendency of Loomis Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for foresting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 13.54 90 days 13.54  about 98.0
Based on a normal probability distribution, the odds of Loomis Sayles to move above the current price in 90 days from now is about 98.0 (This Loomis Sayles Core probability density function shows the probability of Loomis Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Loomis Sayles has a beta of 0.0047. This indicates as returns on the market go up, Loomis Sayles average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Loomis Sayles Core will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Loomis Sayles Core is significantly underperforming DOW.
 Loomis Sayles Price Density 
      Price 

Predictive Modules for Loomis Sayles

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Loomis Sayles Core. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Loomis Sayles' 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. Please use the tools below to analyze the current value of Loomis Sayles in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
13.3713.5413.71
Details
Intrinsic
Valuation
LowReal ValueHigh
13.4113.5813.75
Details
Naive
Forecast
LowNext ValueHigh
13.3113.4813.65
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.5313.6413.75
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Loomis Sayles. Your research has to be compared to or analyzed against Loomis Sayles' peers to derive any actionable benefits. When done correctly, Loomis Sayles' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Loomis Sayles Core.

Loomis Sayles Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Loomis Sayles is not an exception. The market had few large corrections towards the Loomis Sayles' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Loomis Sayles Core, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Loomis Sayles within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.04
β
Beta against DOW0.0047
σ
Overall volatility
0.08
Ir
Information ratio -0.27

Loomis Sayles Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Loomis Sayles for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Loomis Sayles Core can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Loomis Sayles Core generated a negative expected return over the last 90 days
Loomis Sayles Core is unlikely to experience financial distress in the next 2 years
The fund maintains about 12.87% of its assets in cash

Loomis Sayles Technical Analysis

Loomis Sayles' future price can be derived by breaking down and analyzing its technical indicators over time. Loomis Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Loomis Sayles Core. In general, you should focus on analyzing Loomis Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Loomis Sayles Predictive Forecast Models

Loomis Sayles time-series forecasting models is one of many Loomis Sayles' mutual fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Loomis Sayles' historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about Loomis Sayles Core

Checking the ongoing alerts about Loomis Sayles for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Loomis Sayles Core help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Loomis Sayles Alerts

Loomis Sayles Alerts and Suggestions

Loomis Sayles Core generated a negative expected return over the last 90 days
Loomis Sayles Core is unlikely to experience financial distress in the next 2 years
The fund maintains about 12.87% of its assets in cash
Additionally, see Loomis Sayles Backtesting, Portfolio Optimization, Loomis Sayles Correlation, Loomis Sayles Hype Analysis, Loomis Sayles Volatility, Loomis Sayles History as well as Loomis Sayles Performance. Note that the Loomis Sayles Core information on this page should be used as a complementary analysis to other Loomis Sayles' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Complementary Tools for Loomis Mutual Fund analysis

When running Loomis Sayles Core price analysis, check to measure Loomis Sayles' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Loomis Sayles is operating at the current time. Most of Loomis Sayles' value examination focuses on studying past and present price action to predict the probability of Loomis Sayles' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Loomis Sayles' price. Additionally, you may evaluate how the addition of Loomis Sayles to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Loomis Sayles' value and its price as these two are different measures arrived at by different means. Investors typically determine Loomis Sayles value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Loomis Sayles' 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.