Loomis Sayles International Fund Market Value
| LIGNX Fund | USD 10.75 0.04 0.37% |
| Symbol | 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.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Loomis Sayles on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Loomis Sayles International or generate 0.0% return on investment in Loomis Sayles over 90 days. Loomis Sayles is related to or competes with Asg Managed, Asg Managed, Natixis Oakmark, Natixis Oakmark, Natixis Oakmark, Gateway Equity, and Gateway Equity. Under normal circumstances, the fund will invest primarily in equity securities, including common stocks and depositary ... 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 International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 1.67 |
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 | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.07) |
Loomis Sayles February 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 0.8098 | |||
| Coefficient Of Variation | (1,918) | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.12 | |||
| Information Ratio | (0.16) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 1.67 | |||
| Skewness | (0.59) | |||
| Kurtosis | 0.4133 |
Loomis Sayles Intern Backtested Returns
Loomis Sayles Intern has Sharpe Ratio of -0.1, which conveys that the entity had a -0.1 % return per unit of risk over the last 3 months. Loomis Sayles exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Loomis Sayles' Mean Deviation of 0.8098, standard deviation of 1.06, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 1.0, which conveys possible diversification benefits within a given portfolio. Loomis Sayles returns are very sensitive to returns on the market. As the market goes up or down, Loomis Sayles is expected to follow.
Auto-correlation | -0.6 |
Good reverse predictability
Loomis Sayles International has good reverse predictability. Overlapping area represents the amount of predictability between Loomis Sayles time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Intern price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Loomis Sayles price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Also Currently Popular
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.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |