Pimco 25 Year Etf Market Value
| ZROZ Etf | USD 75.24 1.30 1.70% |
| Symbol | PIMCO |
The market value of PIMCO 25 Year is measured differently than its book value, which is the value of PIMCO that is recorded on the company's balance sheet. Investors also form their own opinion of PIMCO 25's value that differs from its market value or its book value, called intrinsic value, which is PIMCO 25's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because PIMCO 25's market value can be influenced by many factors that don't directly affect PIMCO 25's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between PIMCO 25's value and its price as these two are different measures arrived at by different means. Investors typically determine if PIMCO 25 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PIMCO 25's 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.
PIMCO 25 '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 25's etf 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 25.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in PIMCO 25 on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding PIMCO 25 Year or generate 0.0% return on investment in PIMCO 25 over 30 days. PIMCO 25 is related to or competes with Vanguard Extended, PIMCO 15, Vanguard Long, IShares 10, and ProShares Ultra. The fund invests at least 80 percent of its total assets in the component securities of the ICE BofA Long US Treasury Pr... More
PIMCO 25 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 25's etf 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 25 Year upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 2.38 |
PIMCO 25 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO 25's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PIMCO 25's standard deviation. In reality, there are many statistical measures that can use PIMCO 25 historical prices to predict the future PIMCO 25's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.5537 |
PIMCO 25 Year Backtested Returns
PIMCO 25 Year maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the entity had a -0.12% return per unit of volatility over the last 3 months. PIMCO 25 Year exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PIMCO 25's coefficient of variation of (1,030), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The etf holds a Beta of -0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PIMCO 25 are expected to decrease at a much lower rate. During the bear market, PIMCO 25 is likely to outperform the market.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
PIMCO 25 Year has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PIMCO 25 time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 PIMCO 25 Year price movement. The serial correlation of -0.75 indicates that around 75.0% of current PIMCO 25 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
PIMCO 25 Year lagged returns against current returns
Autocorrelation, which is PIMCO 25 etf'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 25's etf expected returns. We can calculate the autocorrelation of PIMCO 25 returns to help us make a trade decision. For example, suppose you find that PIMCO 25 has exhibited high autocorrelation historically, and you observe that the etf 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 25 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 25 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PIMCO 25 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PIMCO 25 etf over time.
Current vs Lagged Prices |
| Timeline |
PIMCO 25 Lagged Returns
When evaluating PIMCO 25's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PIMCO 25 etf have on its future price. PIMCO 25 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 25 autocorrelation shows the relationship between PIMCO 25 etf current value and its past values and can show if there is a momentum factor associated with investing in PIMCO 25 Year.
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.When determining whether PIMCO 25 Year offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of PIMCO 25's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Pimco 25 Year Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Pimco 25 Year Etf:Check out PIMCO 25 Correlation, PIMCO 25 Volatility and PIMCO 25 Alpha and Beta module to complement your research on PIMCO 25. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
PIMCO 25 technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.