California Intermediate Municipal Fund Market Value
| PCMBX Fund | USD 9.49 0.01 0.11% |
| Symbol | California |
California Intermediate '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 California Intermediate'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 California Intermediate.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in California Intermediate on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding California Intermediate Municipal or generate 0.0% return on investment in California Intermediate over 90 days. California Intermediate is related to or competes with Calvert Short, Quantitative, Franklin Federal, Touchstone Ultra, Goldman Sachs, Siit Ultra, and Astor Long/short. The fund normally invests at least 80 percent of its assets in debt securities whose interest is, in the opinion of bond... More
California Intermediate 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 California Intermediate'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 California Intermediate Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1421 | |||
| Information Ratio | (0.69) | |||
| Maximum Drawdown | 0.6397 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2119 |
California Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for California Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as California Intermediate's standard deviation. In reality, there are many statistical measures that can use California Intermediate historical prices to predict the future California Intermediate's volatility.| Risk Adjusted Performance | 0.0988 | |||
| Jensen Alpha | 0.0101 | |||
| Total Risk Alpha | 0.0011 | |||
| Sortino Ratio | (0.48) | |||
| Treynor Ratio | 1.01 |
California Intermediate February 7, 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 | 0.0988 | |||
| Market Risk Adjusted Performance | 1.02 | |||
| Mean Deviation | 0.0686 | |||
| Downside Deviation | 0.1421 | |||
| Coefficient Of Variation | 474.19 | |||
| Standard Deviation | 0.0993 | |||
| Variance | 0.0099 | |||
| Information Ratio | (0.69) | |||
| Jensen Alpha | 0.0101 | |||
| Total Risk Alpha | 0.0011 | |||
| Sortino Ratio | (0.48) | |||
| Treynor Ratio | 1.01 | |||
| Maximum Drawdown | 0.6397 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2119 | |||
| Downside Variance | 0.0202 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.14) | |||
| Skewness | 0.8964 | |||
| Kurtosis | 3.85 |
California Intermediate Backtested Returns
At this stage we consider California Mutual Fund to be very steady. California Intermediate secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for California Intermediate Municipal, which you can use to evaluate the volatility of the entity. Please confirm California Intermediate's Mean Deviation of 0.0686, risk adjusted performance of 0.0988, and Coefficient Of Variation of 474.19 to double-check if the risk estimate we provide is consistent with the expected return of 0.0209%. The fund shows a Beta (market volatility) of 0.0108, which signifies not very significant fluctuations relative to the market. As returns on the market increase, California Intermediate's returns are expected to increase less than the market. However, during the bear market, the loss of holding California Intermediate is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
California Intermediate Municipal has poor reverse predictability. Overlapping area represents the amount of predictability between California Intermediate time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 California Intermediate price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current California Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 California Mutual Fund
California Intermediate financial ratios help investors to determine whether California 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 California with respect to the benefits of owning California Intermediate security.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device |