Pimco Equity Series Fund Market Value
| PBLLX Fund | 13.04 0.10 0.76% |
| Symbol | Pimco |
Pimco Equity '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 Pimco Equity's 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 Pimco Equity.
| 01/20/2023 |
| 01/09/2025 |
If you would invest 0.00 in Pimco Equity on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding Pimco Equity Series or generate 0.0% return on investment in Pimco Equity over 720 days. Pimco Equity is related to or competes with Intermediate Government, Franklin Adjustable, Aig Government, and Us Government. The fund is intended for investors seeking professional management of a comprehensive asset allocation strategy for reti... More
Pimco Equity 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 Pimco Equity's 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 Pimco Equity Series upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 0.963 |
Pimco Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Equity's standard deviation. In reality, there are many statistical measures that can use Pimco Equity historical prices to predict the future Pimco Equity's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.57) |
Pimco Equity Series Backtested Returns
Pimco Equity Series maintains Sharpe Ratio (i.e., Efficiency) of -0.0895, which implies the entity had a -0.0895% return per unit of risk over the last 3 months. Pimco Equity Series exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pimco Equity's Variance of 0.5208, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,388) to confirm the risk estimate we provide. The fund holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pimco Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco Equity is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Pimco Equity Series has modest predictability. Overlapping area represents the amount of predictability between Pimco Equity time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pimco Equity Series price movement. The serial correlation of 0.5 indicates that about 50.0% of current Pimco Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Pimco Equity Series lagged returns against current returns
Autocorrelation, which is Pimco Equity 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 Pimco Equity's mutual fund expected returns. We can calculate the autocorrelation of Pimco Equity returns to help us make a trade decision. For example, suppose you find that Pimco Equity 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 |
Pimco Equity 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 Pimco Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pimco Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pimco Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pimco Equity Lagged Returns
When evaluating Pimco Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pimco Equity mutual fund have on its future price. Pimco Equity 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, Pimco Equity autocorrelation shows the relationship between Pimco Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pimco Equity Series.
Regressed Prices |
| Timeline |
Also Currently Popular
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| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Pimco Mutual Fund
Pimco Equity financial ratios help investors to determine whether Pimco 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 Pimco with respect to the benefits of owning Pimco Equity security.
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