Allianz Global Investors Fund Market Value
| AVSCX Fund | USD 12.84 0.02 0.16% |
| Symbol | Allianz |
Allianz Global '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 Allianz Global'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 Allianz Global.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Allianz Global on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Allianz Global Investors or generate 0.0% return on investment in Allianz Global over 90 days. Allianz Global is related to or competes with Allianzgi Nfj, Allianzgi Nfj, Allianzgi Nfj, Allianzgi Short, Allianzgi Emerging, Allianzgi Focused, and Allianzgi Global. The fund invests primarily in a diverse group of U.S More
Allianz Global 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 Allianz Global'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 Allianz Global Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.0439 | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.64 |
Allianz Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianz Global's standard deviation. In reality, there are many statistical measures that can use Allianz Global historical prices to predict the future Allianz Global's volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 0.1171 | |||
| Total Risk Alpha | 0.0146 | |||
| Sortino Ratio | 0.0418 | |||
| Treynor Ratio | 0.8506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allianz Global'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.
Allianz Global February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0899 | |||
| Market Risk Adjusted Performance | 0.8606 | |||
| Mean Deviation | 0.9131 | |||
| Semi Deviation | 1.16 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 942.81 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.0439 | |||
| Jensen Alpha | 0.1171 | |||
| Total Risk Alpha | 0.0146 | |||
| Sortino Ratio | 0.0418 | |||
| Treynor Ratio | 0.8506 | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.64 | |||
| Downside Variance | 1.86 | |||
| Semi Variance | 1.33 | |||
| Expected Short fall | (1.02) | |||
| Skewness | (0.53) | |||
| Kurtosis | 3.42 |
Allianz Global Investors Backtested Returns
Allianz Global appears to be very steady, given 3 months investment horizon. Allianz Global Investors secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Allianz Global Investors, which you can use to evaluate the volatility of the entity. Please makes use of Allianz Global's Risk Adjusted Performance of 0.0899, downside deviation of 1.36, and Mean Deviation of 0.9131 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allianz Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianz Global is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
Allianz Global Investors has average predictability. Overlapping area represents the amount of predictability between Allianz Global time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Allianz Global Investors price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Allianz Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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 Allianz Mutual Fund
Allianz Global financial ratios help investors to determine whether Allianz 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 Allianz with respect to the benefits of owning Allianz Global security.
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Stocks Directory Find actively traded stocks across global markets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |