Pioneer Securitized Income Fund Market Value
| SYFFX Fund | USD 9.49 0.02 0.21% |
| Symbol | Pioneer |
Pioneer Securitized '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 Pioneer Securitized'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 Pioneer Securitized.
| 12/25/2023 |
| 12/19/2024 |
If you would invest 0.00 in Pioneer Securitized on December 25, 2023 and sell it all today you would earn a total of 0.00 from holding Pioneer Securitized Income or generate 0.0% return on investment in Pioneer Securitized over 360 days. Pioneer Securitized is related to or competes with Pioneer Fundamental, Pioneer Global, Pioneer Disciplined, Pioneer Disciplined, Pioneer Disciplined, Pioneer Disciplined, and Pioneer Disciplined. The fund invests primarily in mortgage-backed securities, asset-backed securities and other securitized asset instrument... More
Pioneer Securitized 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 Pioneer Securitized'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 Pioneer Securitized Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1378 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 0.8426 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2101 |
Pioneer Securitized Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pioneer Securitized's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pioneer Securitized's standard deviation. In reality, there are many statistical measures that can use Pioneer Securitized historical prices to predict the future Pioneer Securitized's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.6339 |
Pioneer Securitized Backtested Returns
At this stage we consider Pioneer Mutual Fund to be very steady. Pioneer Securitized maintains Sharpe Ratio (i.e., Efficiency) of 7.0E-4, which implies the entity had a 7.0E-4% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pioneer Securitized, which you can use to evaluate the volatility of the fund. Please check Pioneer Securitized's Risk Adjusted Performance of (0.03), coefficient of variation of 4143.46, and Semi Deviation of 0.0717 to confirm if the risk estimate we provide is consistent with the expected return of 1.0E-4%. The fund holds a Beta of -0.0106, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pioneer Securitized are expected to decrease at a much lower rate. During the bear market, Pioneer Securitized is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
Pioneer Securitized Income has very good predictability. Overlapping area represents the amount of predictability between Pioneer Securitized time series from 25th of December 2023 to 22nd of June 2024 and 22nd of June 2024 to 19th 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 Pioneer Securitized price movement. The serial correlation of 0.84 indicates that around 84.0% of current Pioneer Securitized price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pioneer Securitized lagged returns against current returns
Autocorrelation, which is Pioneer Securitized 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 Pioneer Securitized's mutual fund expected returns. We can calculate the autocorrelation of Pioneer Securitized returns to help us make a trade decision. For example, suppose you find that Pioneer Securitized 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 |
Pioneer Securitized 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 Pioneer Securitized mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pioneer Securitized mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pioneer Securitized mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pioneer Securitized Lagged Returns
When evaluating Pioneer Securitized's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pioneer Securitized mutual fund have on its future price. Pioneer Securitized 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, Pioneer Securitized autocorrelation shows the relationship between Pioneer Securitized mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pioneer Securitized Income.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Pioneer Mutual Fund
Pioneer Securitized financial ratios help investors to determine whether Pioneer 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 Pioneer with respect to the benefits of owning Pioneer Securitized security.
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