Loomis Sayles Small Fund Market Value

LSCRX Fund  USD 25.72  0.42  1.66%   
Loomis Sayles' market value is the price at which a share of Loomis Sayles trades on a public exchange. It measures the collective expectations of Loomis Sayles Small investors about its performance. Loomis Sayles is trading at 25.72 as of the 24th of November 2024; that is 1.66 percent up since the beginning of the trading day. The fund's open price was 25.3.
With this module, you can estimate the performance of a buy and hold strategy of Loomis Sayles Small and determine expected loss or profit from investing in Loomis Sayles over a given investment horizon. Check out Loomis Sayles Correlation, Loomis Sayles Volatility and Loomis Sayles Alpha and Beta module to complement your research on Loomis Sayles.
Symbol

Please note, there is a significant difference between Loomis Sayles' value and its price as these two are different measures arrived at by different means. Investors typically determine if Loomis Sayles is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Loomis Sayles' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
12/05/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
11/24/2024
0.00
If you would invest  0.00  in Loomis Sayles on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Loomis Sayles Small or generate 0.0% return on investment in Loomis Sayles over 720 days. Loomis Sayles is related to or competes with Ssga International, Northern Small, Loomis Sayles, American Beacon, and Loomis Sayles. The fund normally will invest at least 80 percent of its net assets in the equity securities of small-cap companies, inc... 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 Small upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
24.4925.7226.95
Details
Intrinsic
Valuation
LowRealHigh
24.0925.3226.55
Details
Naive
Forecast
LowNextHigh
23.8425.0826.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
25.1825.5825.98
Details

Loomis Sayles Small Backtested Returns

At this stage we consider Loomis Mutual Fund to be very steady. Loomis Sayles Small 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. We have found twenty-eight technical indicators for Loomis Sayles, which you can use to evaluate the volatility of the fund. Please verify Loomis Sayles' Downside Deviation of 0.9273, risk adjusted performance of 0.1034, and Mean Deviation of 0.8507 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. The fund secures a Beta (Market Risk) of 1.49, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Loomis Sayles will likely underperform.

Auto-correlation

    
  0.18  

Very weak predictability

Loomis Sayles Small has very weak predictability. Overlapping area represents the amount of predictability between Loomis Sayles time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. 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 Small price movement. The serial correlation of 0.18 indicates that over 18.0% of current Loomis Sayles price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test0.11
Residual Average0.0
Price Variance1.5

Loomis Sayles Small lagged returns against current returns

Autocorrelation, which is Loomis Sayles mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Loomis Sayles' mutual fund expected returns. We can calculate the autocorrelation of Loomis Sayles returns to help us make a trade decision. For example, suppose you find that Loomis Sayles has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Loomis Sayles regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Loomis Sayles mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loomis Sayles mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loomis Sayles mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Loomis Sayles Lagged Returns

When evaluating Loomis Sayles' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loomis Sayles mutual fund have on its future price. Loomis Sayles autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Loomis Sayles autocorrelation shows the relationship between Loomis Sayles mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Loomis Sayles Small.
   Regressed Prices   
       Timeline  

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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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