Loomis Sayles Mutual Fund Forward View - Triple Exponential Smoothing
| LSFNX Fund | USD 7.83 0.01 0.13% |
This reference page presents Triple Exponential Smoothing forecast data for Loomis Sayles Senior. The projected values and error metrics are presented below as reference information. The output values and deviation metrics are provided for informational reference.
The Triple Exponential Smoothing forecasted value of Loomis Sayles Senior on the next trading day is expected to be 7.83 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.56.As with simple exponential smoothing, in triple exponential smoothing models past Loomis Sayles observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Loomis Sayles Senior observations. This Triple Exponential Smoothing forecast data for Loomis Sayles Senior is sourced from the most recent available trading data and is intended solely as reference information. Triple Exponential Smoothing Price Forecast For the 25th of March
Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Loomis Sayles Senior on the next trading day is expected to be 7.83 with a mean absolute deviation of 0.01 , mean absolute percentage error of 0.0003 , and the sum of the absolute errors of 0.56 .Please note that although there have been many attempts to predict Loomis Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Loomis Sayles' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
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Forecasted Value
The next-day forecast for Loomis Sayles Senior focuses on identifying predictive downside and upside bands that can frame a realistic trading range. At the moment, the model places downside around 7.62 and upside around 8.04 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Loomis Sayles mutual fund data series using in forecasting. Note that when a statistical model is used to represent Loomis Sayles mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | -3.0E-4 |
| MAD | Mean absolute deviation | 0.0093 |
| MAPE | Mean absolute percentage error | 0.0012 |
| SAE | Sum of the absolute errors | 0.56 |
Other Forecasting Options for Loomis Sayles
Loomis Sayles' daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in Loomis often signals an upcoming reversal or acceleration. Gap analysis of Loomis Mutual Fund data examines overnight jumps between Loomis Sayles' closing and opening prices.Loomis Sayles Related Equities
Checking Loomis Sayles against related firms within the Bank Loan space helps investors see where the stock stands among peers. Market cap and total value checks frame Loomis Sayles' size within the competitive field. Persistent outperformance or underperformance by specific peers relative to Loomis Sayles often signals structural advantages or weaknesses.
| Risk & Return | Correlation |
Loomis Sayles Market Strength Events
Market strength indicators help investors evaluate how Loomis Sayles mutual fund reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading Loomis Sayles Senior. These indicators can identify periods when trading Loomis Sayles Senior may offer more favorable risk-reward conditions.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 7.83 | |||
| Day Typical Price | 7.83 | |||
| Price Action Indicator | 0.005 | |||
| Period Momentum Indicator | 0.01 | |||
| Relative Strength Index | 51.39 |
Loomis Sayles Risk Indicators
The analysis of Loomis Sayles' basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding Loomis Sayles' allows investors to make informed decisions about their exposure. The analysis of Loomis Sayles' basic risk metrics provides a foundation for managing investment risk.
| Mean Deviation | 0.1147 | |||
| Standard Deviation | 0.2021 | |||
| Variance | 0.0409 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Loomis Sayles
Coverage intensity for Loomis Sayles Senior matters because narrative visibility can influence sentiment, participation, and volatility around the name. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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