Pimco Managed Conservative Etf Market Value
| PCON Etf | 17.82 0.02 0.11% |
| Symbol | PIMCO |
PIMCO Managed '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 Managed's etf 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 Managed.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in PIMCO Managed on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding PIMCO Managed Conservative or generate 0.0% return on investment in PIMCO Managed over 30 days. PIMCO Managed is related to or competes with PIMCO Monthly, Purpose Multi, PIMCO Investment, Dynamic Active, IShares Convertible, CI Health, and PIMCO Global. PIMCO Managed is entity of Canada. It is traded as Etf on TO exchange. More
PIMCO Managed 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 Managed's etf 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 Managed Conservative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2588 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.77 | |||
| Value At Risk | (0.28) | |||
| Potential Upside | 0.4535 |
PIMCO Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PIMCO Managed's standard deviation. In reality, there are many statistical measures that can use PIMCO Managed historical prices to predict the future PIMCO Managed's volatility.| Risk Adjusted Performance | 0.0433 | |||
| Jensen Alpha | 0.0121 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.7765 |
PIMCO Managed Conser Backtested Returns
As of now, PIMCO Etf is very steady. PIMCO Managed Conser maintains Sharpe Ratio (i.e., Efficiency) of 0.0546, which implies the entity had a 0.0546 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for PIMCO Managed Conser, which you can use to evaluate the volatility of the etf. Please check PIMCO Managed's semi deviation of 0.1665, and Risk Adjusted Performance of 0.0433 to confirm if the risk estimate we provide is consistent with the expected return of 0.0168%. The etf holds a Beta of 0.0175, which implies not very significant fluctuations relative to the market. As returns on the market increase, PIMCO Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding PIMCO Managed is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
PIMCO Managed Conservative has poor reverse predictability. Overlapping area represents the amount of predictability between PIMCO Managed time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Managed Conser price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current PIMCO Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PIMCO Managed Conser lagged returns against current returns
Autocorrelation, which is PIMCO Managed etf'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 Managed's etf expected returns. We can calculate the autocorrelation of PIMCO Managed returns to help us make a trade decision. For example, suppose you find that PIMCO Managed has exhibited high autocorrelation historically, and you observe that the etf 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 Managed 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 Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PIMCO Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PIMCO Managed etf over time.
Current vs Lagged Prices |
| Timeline |
PIMCO Managed Lagged Returns
When evaluating PIMCO Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PIMCO Managed etf have on its future price. PIMCO Managed 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 Managed autocorrelation shows the relationship between PIMCO Managed etf current value and its past values and can show if there is a momentum factor associated with investing in PIMCO Managed Conservative.
Regressed Prices |
| Timeline |
Pair Trading with PIMCO Managed
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if PIMCO Managed position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in PIMCO Managed will appreciate offsetting losses from the drop in the long position's value.Moving together with PIMCO Etf
Moving against PIMCO Etf
| 0.72 | CBCX | CI Galaxy Blockchain | PairCorr |
| 0.69 | HBLK | Blockchain Technologies | PairCorr |
| 0.64 | CARS | Evolve Automobile | PairCorr |
| 0.35 | HBGD | Global X Big | PairCorr |
The ability to find closely correlated positions to PIMCO Managed could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace PIMCO Managed when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back PIMCO Managed - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling PIMCO Managed Conservative to buy it.
The correlation of PIMCO Managed is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as PIMCO Managed moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if PIMCO Managed Conser moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for PIMCO Managed can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in PIMCO Etf
PIMCO Managed financial ratios help investors to determine whether PIMCO Etf 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 Managed security.