Loomis Sayles Bond Fund Probability of Future Mutual Fund Price Finishing Under 13.75
| LSBNX Fund | USD 11.28 0.09 0.79% |
Loomis |
Loomis Sayles Target Price Odds to finish below 13.75
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 forecasting. 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 Price | Horizon | Target Price | Odds to stay under $ 13.75 after 90 days |
| 11.28 | 90 days | 13.75 | close to 99 |
Based on a normal probability distribution, the odds of Loomis Sayles to stay under $ 13.75 after 90 days from now is close to 99 (This Loomis Sayles Bond probability density function shows the probability of Loomis Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Loomis Sayles Bond price to stay between its current price of $ 11.28 and $ 13.75 at the end of the 90-day period is about 98.0 .
Assuming the 90 days horizon Loomis Sayles has a beta of 0.32. 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 Bond will be expected to be much smaller as well. Additionally Loomis Sayles Bond has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Loomis Sayles Price Density |
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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 Bond. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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, anticipate that 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.
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 Bond, 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 NYSE Composite | -0.04 | |
β | Beta against NYSE Composite | 0.32 | |
σ | Overall volatility | 0.08 | |
Ir | Information ratio | -0.21 |
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 Bond 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 Bond generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Loomis Sayles Bond maintains about 10.35% of its assets in bonds |
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 Bond. 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 techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are 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. This 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 mutual fund market movement and maximize returns from investment trading.
Things to note about Loomis Sayles Bond
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 Bond help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Loomis Sayles Bond generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% | |
| Loomis Sayles Bond maintains about 10.35% of its assets in bonds |
Check out Loomis Sayles Backtesting, Portfolio Optimization, Loomis Sayles Correlation, Loomis Sayles Hype Analysis, Loomis Sayles Volatility, Loomis Sayles History as well as Loomis Sayles Performance. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.