Pimco Small Cap Fund Market Value
| PCKAX Fund | USD 7.89 0.06 0.75% |
| Symbol | Pimco |
Pimco Small '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 Small'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 Pimco Small.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Pimco Small on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Small Cap or generate 0.0% return on investment in Pimco Small over 30 days. Pimco Small is related to or competes with Pimco Small, T Rowe, Pimco Realpath, Boston Partners, Eaton Vance, Eaton Vance, and Blackrock. The fund seeks to exceed the total return of the Russell 2000 Index by investing under normal circumstances in Russell 2... More
Pimco Small 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 Small'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 Pimco Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.76 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.02 |
Pimco Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Small's standard deviation. In reality, there are many statistical measures that can use Pimco Small historical prices to predict the future Pimco Small's volatility.| Risk Adjusted Performance | 0.0175 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0095 |
Pimco Small Cap Backtested Returns
Pimco Small Cap maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the entity had a close to zero % return per unit of risk over the last 3 months. Pimco Small Cap exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pimco Small's Coefficient Of Variation of 5471.66, semi deviation of 1.33, and Risk Adjusted Performance of 0.0175 to confirm the risk estimate we provide. The fund holds a Beta of 1.46, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pimco Small will likely underperform.
Auto-correlation | -0.43 |
Modest reverse predictability
Pimco Small Cap has modest reverse predictability. Overlapping area represents the amount of predictability between Pimco Small time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 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 Pimco Small Cap price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Pimco Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Pimco Small Cap lagged returns against current returns
Autocorrelation, which is Pimco Small 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 Pimco Small's mutual fund expected returns. We can calculate the autocorrelation of Pimco Small returns to help us make a trade decision. For example, suppose you find that Pimco Small 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 |
Pimco Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pimco Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pimco Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pimco Small Lagged Returns
When evaluating Pimco Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pimco Small mutual fund have on its future price. Pimco Small 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 Small autocorrelation shows the relationship between Pimco Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pimco Small Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Pimco Mutual Fund
Pimco Small financial ratios help investors to determine whether Pimco 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 Pimco with respect to the benefits of owning Pimco Small security.
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