Loomis Sayles Fixed Fund Technical Analysis
| LSFIX Fund | USD 12.13 0.01 0.08% |
As of the 24th of November, Loomis Sayles secures the Mean Deviation of 0.1665, downside deviation of 0.2199, and Risk Adjusted Performance of 0.0063. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Loomis Sayles Fixed, as well as the relationship between them.
Loomis Sayles Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Loomis, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LoomisLoomis |
Loomis Sayles technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Loomis Sayles Fixed Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Loomis Sayles Fixed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Loomis Sayles Fixed Trend Analysis
Use this graph to draw trend lines for Loomis Sayles Fixed. You can use it to identify possible trend reversals for Loomis Sayles as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Loomis Sayles price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Loomis Sayles Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Loomis Sayles Fixed applied against its price change over selected period. The best fit line has a slop of 0.0026 , which may suggest that Loomis Sayles Fixed market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.26, which is the sum of squared deviations for the predicted Loomis Sayles price change compared to its average price change.About Loomis Sayles Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Loomis Sayles Fixed on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Loomis Sayles Fixed based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Loomis Sayles Fixed price pattern first instead of the macroeconomic environment surrounding Loomis Sayles Fixed. By analyzing Loomis Sayles's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Loomis Sayles's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Loomis Sayles specific price patterns or momentum indicators. Please read more on our technical analysis page.
Loomis Sayles November 24, 2024 Technical Indicators
Most technical analysis of Loomis help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Loomis from various momentum indicators to cycle indicators. When you analyze Loomis charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0063 | |||
| Market Risk Adjusted Performance | 0.2843 | |||
| Mean Deviation | 0.1665 | |||
| Semi Deviation | 0.1645 | |||
| Downside Deviation | 0.2199 | |||
| Coefficient Of Variation | 2329.05 | |||
| Standard Deviation | 0.2093 | |||
| Variance | 0.0438 | |||
| Information Ratio | (0.58) | |||
| Jensen Alpha | (0.0006) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.55) | |||
| Treynor Ratio | 0.2743 | |||
| Maximum Drawdown | 0.9846 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.3303 | |||
| Downside Variance | 0.0484 | |||
| Semi Variance | 0.027 | |||
| Expected Short fall | (0.20) | |||
| Skewness | 0.0231 | |||
| Kurtosis | 0.3051 |
Loomis Sayles Fixed One Year Return
Based on the recorded statements, Loomis Sayles Fixed has an One Year Return of 11.6212%. This is 24.69% higher than that of the Loomis Sayles Funds family and significantly higher than that of the Multisector Bond category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.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.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |