Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Loomis Sayles which you can use to evaluate future volatility of the organization. Please verify Loomis Sayles High Income Fd SA USD Risk Adjusted Performance of
(0.011313) and Mean Deviation of 0.0542 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Loomis Sayles High Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Loomis Sayles Projected Return Density Against MarketAssuming 30 trading days horizon, Loomis Sayles has beta of 0.0 . This indicates the returns on DOW and Loomis Sayles do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Loomis Sayles Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.981% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.98 and is 9.223372036854776E16 times more volatile than Loomis Sayles High Income Fd SA USD. 0% of all equities and portfolios are less risky than Loomis Sayles. Compared to the overall equity markets, volatility of historical daily returns of Loomis Sayles High Income Fd SA USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Loomis Sayles High Income Fd SA USD to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Loomis Sayles to be traded at $20.85 in 30 days. . The returns on DOW and Loomis Sayles are completely uncorrelated.
Loomis Sayles correlation with market