LOOMIS SAYLES Mutual Fund Forward View - Simple Exponential Smoothing
| LSGRX Fund | USD 29.83 0.37 1.26% |
The Simple Exponential Smoothing reference data for LOOMIS SAYLES is derived from the equity's published trading history. The resulting forecast and deviation statistics are presented as reference data for informational context. Forecast values and accuracy statistics are presented for informational purposes. All values shown are derived from publicly available market data.
The Simple Exponential Smoothing forecasted value of Loomis Sayles Growth on the next trading day is expected to be 29.83 with a mean absolute deviation of 0.24 and the sum of the absolute errors of 14.72.This simple exponential smoothing model begins by setting Loomis Sayles Growth forecast for the second period equal to the observation of the first period. In other words, recent LOOMIS SAYLES observations are given relatively more weight in forecasting than the older observations. The forecast reference data presented here for Loomis Sayles Growth reflects Simple Exponential Smoothing model output and is intended as reference material for analytical use. Simple Exponential Smoothing Price Forecast For the 25th of March
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Loomis Sayles Growth on the next trading day is expected to be 29.83 with a mean absolute deviation of 0.24 , mean absolute percentage error of 0.1 , and the sum of the absolute errors of 14.72 .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's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest LOOMIS SAYLES | LOOMIS SAYLES Price Prediction | Research Analysis |
Forecasted Value
Forecasting Loomis Sayles Growth for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. The projected forecast band currently runs from roughly 28.86 on the downside to about 30.80 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple 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 | 115.7698 |
| Bias | Arithmetic mean of the errors | 0.0636 |
| MAD | Mean absolute deviation | 0.2413 |
| MAPE | Mean absolute percentage error | 0.0076 |
| SAE | Sum of the absolute errors | 14.72 |
Other Forecasting Options for LOOMIS SAYLES
Fibonacci retracement levels applied to LOOMIS Mutual Fund price swings identify potential support and resistance zones. Extreme price moves in LOOMIS occur more frequently than standard risk models assume. Support and resistance levels derived from LOOMIS SAYLES's historical data identify zones where buying or selling pressure has stalled moves. A volume spike without a corresponding price move can signal accumulation or distribution ahead of a directional breakout.LOOMIS SAYLES Related Equities
These stocks are related to LOOMIS SAYLES within the Large Growth space and can be used for peer review, pricing, or spreading risk. Peer review on balance sheet metrics shows how LOOMIS SAYLES's capital structure stacks up against similar firms. Sector-wide trends across this peer group can help split company-level factors from broader forces. The peer review below gives a clear framework for judging LOOMIS SAYLES's standing among rivals.
| Risk & Return | Correlation |
LOOMIS SAYLES Market Strength Events
Tracking market strength indicators for LOOMIS SAYLES provides context for understanding mutual fund momentum dynamics. Tracking these indicators helps identify periods where trading LOOMIS SAYLES is likely to be most rewarding. These tools are essential for timing trades in Loomis Sayles Growth with a quantitative framework. Market strength indicators for Loomis Sayles Growth are most useful when viewed as part of a broader analytical framework.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 29.83 | |||
| Day Typical Price | 29.83 | |||
| Price Action Indicator | 0.18 | |||
| Period Momentum Indicator | 0.37 | |||
| Relative Strength Index | 36.29 |
LOOMIS SAYLES Risk Indicators
Properly assessing LOOMIS SAYLES's risk indicators is a prerequisite for building reliable price forecasts. This analysis provides context for determining the appropriate level of risk to accept when holding LOOMIS SAYLES's. Analyzing LOOMIS SAYLES's risk indicators provides a critical input for investment risk management. By quantifying the risk in LOOMIS SAYLES's investment, investors can make more informed decisions about hedging strategies.
| Mean Deviation | 0.7633 | |||
| Standard Deviation | 0.9664 | |||
| Variance | 0.9339 |
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
A coverage review of Loomis Sayles Growth shows when the security is attracting above-average attention from contributors and market observers. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
Other Macroaxis Stories
Macroaxis story coverage is designed for a broad investing audience that ranges from self-directed traders to advisers, researchers, and institutional market participants. The content is intended to support people who want a more structured path from headline information to portfolio action.