Pimco Global Fund Forecast - Simple Exponential Smoothing
| PGP Fund | USD 9.19 0.05 0.55% |
PIMCO Fund outlook is based on your current time horizon.
The relative strength index (RSI) of Pimco Global's fund price is slightly above 61 indicating that the fund is rather overbought by investors as of today. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling PIMCO, making its price go up or down. Momentum 61
Buy Extended
Oversold | Overbought |
Using Pimco Global hype-based prediction, you can estimate the value of Pimco Global Stocksplus from the perspective of Pimco Global response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Pimco Global Stocksplus on the next trading day is expected to be 9.19 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.45. Pimco Global after-hype prediction price | USD 10.4 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
PIMCO |
Pimco Global Additional Predictive Modules
Most predictive techniques to examine PIMCO price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for PIMCO using various technical indicators. When you analyze PIMCO charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Pimco Global Simple Exponential Smoothing Price Forecast For the 29th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Pimco Global Stocksplus on the next trading day is expected to be 9.19 with a mean absolute deviation of 0.06, mean absolute percentage error of 0.01, and the sum of the absolute errors of 3.45.Please note that although there have been many attempts to predict PIMCO Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Pimco Global's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Pimco Global Fund Forecast Pattern
| Backtest Pimco Global | Pimco Global Price Prediction | Buy or Sell Advice |
Pimco Global Forecasted Value
In the context of forecasting Pimco Global's Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Pimco Global's downside and upside margins for the forecasting period are 8.35 and 10.03, respectively. We have considered Pimco Global's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
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 Pimco Global fund data series using in forecasting. Note that when a statistical model is used to represent Pimco Global 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 | 112.9039 |
| Bias | Arithmetic mean of the errors | -0.0133 |
| MAD | Mean absolute deviation | 0.0566 |
| MAPE | Mean absolute percentage error | 0.0065 |
| SAE | Sum of the absolute errors | 3.45 |
Predictive Modules for Pimco Global
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Pimco Global Stocksplus. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Pimco Global After-Hype Price Density Analysis
As far as predicting the price of Pimco Global at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Pimco Global or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Fund prices, such as prices of Pimco Global, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Pimco Global Estimiated After-Hype Price Volatility
In the context of predicting Pimco Global's fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Pimco Global's historical news coverage. Pimco Global's after-hype downside and upside margins for the prediction period are 8.27 and 11.24, respectively. We have considered Pimco Global's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Pimco Global is very steady at this time. Analysis and calculation of next after-hype price of Pimco Global Stocksplus is based on 3 months time horizon.
Pimco Global Fund Price Outlook Analysis
Have you ever been surprised when a price of a Fund such as Pimco Global is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Pimco Global backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Pimco Global, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.17 | 0.84 | 1.21 | 0.72 | 9 Events / Month | 4 Events / Month | In about 9 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
9.19 | 10.40 | 13.17 |
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Pimco Global Hype Timeline
On the 28th of January Pimco Global Stocksplus is traded for 9.19. The entity has historical hype elasticity of 1.21, and average elasticity to hype of competition of 0.72. PIMCO is forecasted to increase in value after the next headline, with the price projected to jump to 10.4 or above. The average volatility of media hype impact on the company the price is about 11.85%. The price gain on the next news is projected to be 13.17%, whereas the daily expected return is at this time at 0.17%. The volatility of related hype on Pimco Global is about 19.83%, with the expected price after the next announcement by competition of 9.91. Pimco Global Stocksplus has 54.57 M in debt with debt to equity (D/E) ratio of 0.67, which is OK given its current industry classification. Pimco Global Stocksplus has a current ratio of 0.37, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Pimco Global until it has trouble settling it off, either with new capital or with free cash flow. So, Pimco Global's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Pimco Global Stocksplus sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for PIMCO to invest in growth at high rates of return. When we think about Pimco Global's use of debt, we should always consider it together with cash and equity.Considering the 90-day investment horizon the next forecasted press release will be in about 9 days. Check out Historical Fundamental Analysis of Pimco Global to cross-verify your projections.Pimco Global Related Hype Analysis
Having access to credible news sources related to Pimco Global's direct competition is more important than ever and may enhance your ability to predict Pimco Global's future price movements. Getting to know how Pimco Global's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Pimco Global may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| JLS | Nuveen Mortgage Opportunity | (1.76) | 17 per month | 0.32 | (0.12) | 0.71 | (0.49) | 2.42 | |
| CEE | Central Europe Russia | 0.30 | 6 per month | 0.97 | 0.15 | 3.27 | (1.67) | 5.80 | |
| VGI | Virtus Global Multi | (0.05) | 3 per month | 0.38 | (0.06) | 0.66 | (0.76) | 2.22 | |
| PCF | Putnam High Income | (0.03) | 6 per month | 0.52 | (0.12) | 0.68 | (0.65) | 3.15 | |
| NMI | Nuveen Municipalome | 6.31 | 1 per month | 0.43 | (0.15) | 0.60 | (0.88) | 3.17 | |
| ERH | Allspring Utilities And | 0.04 | 6 per month | 0.00 | (0.23) | 1.04 | (1.28) | 2.98 | |
| GDL | Gdl Closed Fund | (0.01) | 7 per month | 0.51 | (0.09) | 0.72 | (0.95) | 2.02 | |
| CCIF | Carlyle Credit Income | 11.60 | 5 per month | 0.00 | (0.10) | 1.89 | (2.47) | 5.79 | |
| IAE | Voya Asia Pacific | (0.03) | 5 per month | 0.76 | 0.08 | 1.87 | (1.64) | 4.44 | |
| VILLX | Villere Balanced Fund | 25.99 | 5 per month | 0.35 | (0.04) | 1.00 | (0.69) | 1.99 |
Other Forecasting Options for Pimco Global
For every potential investor in PIMCO, whether a beginner or expert, Pimco Global's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. PIMCO Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in PIMCO. Basic forecasting techniques help filter out the noise by identifying Pimco Global's price trends.Pimco Global Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Pimco Global fund to make a market-neutral strategy. Peer analysis of Pimco Global could also be used in its relative valuation, which is a method of valuing Pimco Global by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Pimco Global Market Strength Events
Market strength indicators help investors to evaluate how Pimco Global fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pimco Global shares will generate the highest return on investment. By undertsting and applying Pimco Global fund market strength indicators, traders can identify Pimco Global Stocksplus entry and exit signals to maximize returns.
Pimco Global Risk Indicators
The analysis of Pimco Global's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Pimco Global's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting pimco fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.6245 | |||
| Semi Deviation | 0.5689 | |||
| Standard Deviation | 0.8111 | |||
| Variance | 0.6579 | |||
| Downside Variance | 0.6647 | |||
| Semi Variance | 0.3237 | |||
| Expected Short fall | (0.77) |
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 Pimco Global
The number of cover stories for Pimco Global depends on current market conditions and Pimco Global's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Pimco Global is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Pimco Global's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Other Information on Investing in PIMCO Fund
Pimco Global financial ratios help investors to determine whether PIMCO 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 Global security.
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