Loomis Sayles Institutional Fund Key Fundamental Indicators
| LSHIX Fund | USD 5.77 0.01 0.17% |
As of the 15th of February 2026, Loomis Sayles secures the Risk Adjusted Performance of 0.1068, coefficient of variation of 519.95, and Mean Deviation of 0.1044. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Loomis Sayles Instit, as well as the relationship between them.
Loomis Sayles' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Loomis Sayles' valuation are provided below:Loomis Sayles Institutional does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Loomis |
Loomis Sayles '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 Loomis Sayles' mutual fund 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 Loomis Sayles.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Loomis Sayles on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Loomis Sayles Institutional or generate 0.0% return on investment in Loomis Sayles over 90 days. Loomis Sayles is related to or competes with Loomis Sayles, Loomis Sayles, Loomis Sayles, Loomis Sayles, Loomis Sayles, Loomis Sayles, and Loomis Sayles. The fund will invest primarily in below investment-grade fixed-income securities and other securities that are expected ... More
Loomis Sayles 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 Loomis Sayles' mutual fund 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 Loomis Sayles Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2281 | |||
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 0.7 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.1764 |
Loomis Sayles Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loomis Sayles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loomis Sayles' standard deviation. In reality, there are many statistical measures that can use Loomis Sayles historical prices to predict the future Loomis Sayles' volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.1518 |
Loomis Sayles February 15, 2026 Technical Indicators
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1068 | |||
| Market Risk Adjusted Performance | 0.1618 | |||
| Mean Deviation | 0.1044 | |||
| Downside Deviation | 0.2281 | |||
| Coefficient Of Variation | 519.95 | |||
| Standard Deviation | 0.1382 | |||
| Variance | 0.0191 | |||
| Information Ratio | (0.31) | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.1518 | |||
| Maximum Drawdown | 0.7 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.1764 | |||
| Downside Variance | 0.052 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.18) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.3949 |
Loomis Sayles Instit Backtested Returns
At this stage we consider Loomis Mutual Fund to be very steady. Loomis Sayles Instit has Sharpe Ratio of 0.28, which conveys that the entity had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Loomis Sayles, which you can use to evaluate the volatility of the fund. Please verify Loomis Sayles' Coefficient Of Variation of 519.95, mean deviation of 0.1044, and Risk Adjusted Performance of 0.1068 to check out if the risk estimate we provide is consistent with the expected return of 0.0368%. The fund secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Loomis Sayles' returns are expected to increase less than the market. However, during the bear market, the loss of holding Loomis Sayles is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Loomis Sayles Institutional has good predictability. Overlapping area represents the amount of predictability between Loomis Sayles time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Loomis Sayles Instit price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Loomis Sayles price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
| Competition |
Based on the latest financial disclosure, Loomis Sayles Institutional has a Price To Book of 1.72 times. This is 11.34% lower than that of the Loomis Sayles Funds family and significantly higher than that of the High Yield Bond category. The price to book for all United States funds is notably lower than that of the firm.
Loomis Sayles Instit Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Loomis Sayles's current stock value. Our valuation model uses many indicators to compare Loomis Sayles value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Loomis Sayles competition to find correlations between indicators driving Loomis Sayles's intrinsic value. More Info.Loomis Sayles Institutional is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.15 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Loomis Sayles Institutional is roughly 6.59 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Loomis Sayles' earnings, one of the primary drivers of an investment's value.Loomis Price To Book Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Loomis Sayles' direct or indirect competition against its Price To Book to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Loomis Sayles could also be used in its relative valuation, which is a method of valuing Loomis Sayles by comparing valuation metrics of similar companies.Loomis Sayles is currently under evaluation in price to book among similar funds.
Loomis Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Loomis Sayles's current stock value. Our valuation model uses many indicators to compare Loomis Sayles value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Loomis Sayles competition to find correlations between indicators driving Loomis Sayles's intrinsic value. More Info.Loomis Sayles Institutional is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.15 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Loomis Sayles Institutional is roughly 6.59 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Loomis Sayles' earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Loomis Sayles
The fund consists of 79.07% investments in fixed income securities, with the rest of funds allocated in stocks, cash and various exotic instruments.Asset allocation divides Loomis Sayles' investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Loomis Fundamentals
| Price To Earning | 11.34 X | ||||
| Price To Book | 1.72 X | ||||
| Price To Sales | 1.12 X | ||||
| Total Asset | 349.42 M | ||||
| Annual Yield | 0.06 % | ||||
| Year To Date Return | 0.87 % | ||||
| One Year Return | 8.25 % | ||||
| Three Year Return | 8.79 % | ||||
| Five Year Return | 4.53 % | ||||
| Ten Year Return | 5.64 % | ||||
| Net Asset | 672.77 M | ||||
| Minimum Initial Investment | 3 M | ||||
| Last Dividend Paid | 0.28 | ||||
| Cash Position Weight | 1.12 % | ||||
| Equity Positions Weight | 12.23 % | ||||
| Bond Positions Weight | 79.07 % |
About Loomis Sayles Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Loomis Sayles Institutional's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Loomis Sayles using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Loomis Sayles Institutional based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund will invest primarily in below investment-grade fixed-income securities and other securities that are expected to produce a relatively high level of income . The funds fixed-income securities investments may include unrated securities if Loomis Sayles determines that the securities are of comparable quality to rated securities that the fund may purchase.
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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.Other Information on Investing in Loomis Mutual Fund
Loomis Sayles financial ratios help investors to determine whether Loomis Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Loomis with respect to the benefits of owning Loomis Sayles security.
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