Allianzgi Diversified Income Fund Net Income
| ACV Fund | USD 27.60 0.18 0.65% |
As of the 5th of February, Allianzgi Diversified shows the Risk Adjusted Performance of 0.1221, downside deviation of 0.9271, and Mean Deviation of 0.7184. Allianzgi Diversified technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm Allianzgi Diversified downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Allianzgi Diversified is priced correctly, providing market reflects its regular price of 27.6 per share.
Allianzgi Diversified's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Allianzgi Diversified's valuation are provided below:Market Capitalization 252.8 M |
Allianzgi |
Allianzgi Diversified '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 Allianzgi Diversified's 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 Allianzgi Diversified.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Allianzgi Diversified on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzgi Diversified Income or generate 0.0% return on investment in Allianzgi Diversified over 90 days. Allianzgi Diversified is related to or competes with Nuveen Core, Allspring Multi, Cohen Steers, Special Opportunities, Nuveen Global, Templeton Emerging, and Templeton Emerging. Virtus Diversified Income Convertible Fund is a closed-ended balanced mutual fund launched and managed by Allianz Global... More
Allianzgi Diversified 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 Allianzgi Diversified's 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 Allianzgi Diversified Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9271 | |||
| Information Ratio | 0.0933 | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.56 |
Allianzgi Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianzgi Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianzgi Diversified's standard deviation. In reality, there are many statistical measures that can use Allianzgi Diversified historical prices to predict the future Allianzgi Diversified's volatility.| Risk Adjusted Performance | 0.1221 | |||
| Jensen Alpha | 0.1042 | |||
| Total Risk Alpha | 0.0722 | |||
| Sortino Ratio | 0.0928 | |||
| Treynor Ratio | 0.2107 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allianzgi Diversified's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Allianzgi Diversified February 5, 2026 Technical Indicators
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| Math Transform | ||
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| Overlap Studies | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1221 | |||
| Market Risk Adjusted Performance | 0.2207 | |||
| Mean Deviation | 0.7184 | |||
| Semi Deviation | 0.7708 | |||
| Downside Deviation | 0.9271 | |||
| Coefficient Of Variation | 612.84 | |||
| Standard Deviation | 0.9228 | |||
| Variance | 0.8516 | |||
| Information Ratio | 0.0933 | |||
| Jensen Alpha | 0.1042 | |||
| Total Risk Alpha | 0.0722 | |||
| Sortino Ratio | 0.0928 | |||
| Treynor Ratio | 0.2107 | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 0.8595 | |||
| Semi Variance | 0.5941 | |||
| Expected Short fall | (0.81) | |||
| Skewness | (0.34) | |||
| Kurtosis | 0.5807 |
Allianzgi Diversified Backtested Returns
At this stage we consider Allianzgi Fund to be very steady. Allianzgi Diversified secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Allianzgi Diversified Income, which you can use to evaluate the volatility of the entity. Please confirm Allianzgi Diversified's Risk Adjusted Performance of 0.1221, downside deviation of 0.9271, and Mean Deviation of 0.7184 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allianzgi Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianzgi Diversified is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Allianzgi Diversified Income has good predictability. Overlapping area represents the amount of predictability between Allianzgi Diversified time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Allianzgi Diversified price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Allianzgi Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Allianzgi Diversified Income reported net income of 0.0. This indicator is about the same for the Financial Services average (which is currently at 0.0) family and about the same as Asset Management (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Allianzgi Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Allianzgi Diversified's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the funds which would be a good addition to a portfolio. Peer analysis of Allianzgi Diversified could also be used in its relative valuation, which is a method of valuing Allianzgi Diversified by comparing valuation metrics of similar companies.Allianzgi Diversified is currently under evaluation in net income among similar funds.
Allianzgi Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Allianzgi Diversified's current stock value. Our valuation model uses many indicators to compare Allianzgi Diversified value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Allianzgi Diversified competition to find correlations between indicators driving Allianzgi Diversified's intrinsic value. More Info.Allianzgi Diversified Income is the top fund in beta among similar funds. It is rated below average in annual yield among similar funds . The ratio of Beta to Annual Yield for Allianzgi Diversified Income is about 229.85 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Allianzgi Diversified by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Allianzgi Fundamentals
| Shares Outstanding | 10.35 M | ||||
| Shares Owned By Insiders | 0.04 % | ||||
| Shares Owned By Institutions | 25.30 % | ||||
| Number Of Shares Shorted | 1.58 K | ||||
| Short Ratio | 0.04 X | ||||
| Earnings Per Share | 1.70 X | ||||
| Beta | 1.54 | ||||
| Market Capitalization | 252.84 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 4.19 % | ||||
| One Year Return | 23.20 % | ||||
| Three Year Return | 19.14 % | ||||
| Five Year Return | 7.12 % | ||||
| Last Dividend Paid | 2.16 |
About Allianzgi Diversified Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Allianzgi Diversified Income's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Allianzgi Diversified using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Allianzgi Diversified Income based on its fundamental data. In general, a quantitative approach, as applied to this fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Other Information on Investing in Allianzgi Fund
Allianzgi Diversified financial ratios help investors to determine whether Allianzgi 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 Allianzgi with respect to the benefits of owning Allianzgi Diversified security.
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