Loomis Sayles (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B23XDW28 -- Ireland Fund  

    USD 21.06  0.26  1.22%

    Loomis Sayles probability of target price tool provides mechanism to make assumptions about upside and downside potential of Loomis Sayles High Income Fd SA USD performance during a given time horizon utilizing its historical volatility. 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. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
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    Loomis Sayles Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     21.06 30 days 21.06  ABOUT 9.85%
    Based on normal probability distribution, the odds of Loomis Sayles to move above current price in 30 days from now is about 9.85% (This Loomis Sayles High Income Fd SA USD probability density function shows the probability of Loomis Sayles Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Loomis Sayles has beta of 0.0091 . This indicates as returns on market go up, Loomis Sayles average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Loomis Sayles High Income Fd SA USD will be expected to be much smaller as well. Additionally Loomis Sayles High Income Fd SA USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Loomis Sayles Price Density 
          Price 
    α
    Alpha over DOW
    =0.0001
    β
    Beta against DOW=0.0091
    σ
    Overall volatility
    =10.52
    Ir
    Information ratio =1.10

    Loomis Sayles Alerts

    Loomis Sayles Alerts and Suggestions

    Loomis Sayles High is not yet fully synchronised with the market data
    Loomis Sayles High generates negative expected return over the last 30 days
    The fund retains about 10.54% of its assets under management (AUM) in cash

    Price Density Drivers

    Loomis Sayles Health Indicators

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