Loomis Sayles Bond Fund Market Value

LSBNX Fund  USD 11.71  0.01  0.09%   
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 Bond investors about its performance. Loomis Sayles is trading at 11.71 as of the 25th of December 2024; that is 0.09% increase since the beginning of the trading day. The fund's open price was 11.7.
With this module, you can estimate the performance of a buy and hold strategy of Loomis Sayles Bond 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
01/05/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/25/2024
0.00
If you would invest  0.00  in Loomis Sayles on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Loomis Sayles Bond or generate 0.0% return on investment in Loomis Sayles over 720 days. Loomis Sayles is related to or competes with Loomis Sayles, Loomis Sayles, Loomis Sayles, Loomis Sayles, Loomis Sayles, Loomis Sayles, and Loomis Sayles. Under normal circumstances, the fund will invest at least 80 percent of its net assets in fixed-income securities 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 Bond 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
11.4611.7111.96
Details
Intrinsic
Valuation
LowRealHigh
11.5011.7512.00
Details

Loomis Sayles Bond Backtested Returns

Loomis Sayles Bond has Sharpe Ratio of -0.14, which conveys that the entity had a -0.14% return per unit of risk over the last 3 months. Loomis Sayles exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Loomis Sayles' Standard Deviation of 0.244, mean deviation of 0.1796, and Risk Adjusted Performance of (0.14) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.0718, 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

    
  -0.22  

Weak reverse predictability

Loomis Sayles Bond has weak reverse predictability. Overlapping area represents the amount of predictability between Loomis Sayles time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 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 Bond price movement. The serial correlation of -0.22 indicates that over 22.0% of current Loomis Sayles price fluctuation can be explain by its past prices.
Correlation Coefficient-0.22
Spearman Rank Test-0.21
Residual Average0.0
Price Variance0.13

Loomis Sayles Bond 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 Bond.
   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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