Allianzgi Nfj Small Cap Fund Market Value
| PCVAX Fund | USD 12.50 0.26 2.04% |
| Symbol | Allianzgi |
Allianzgi Nfj '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 Nfj'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 Allianzgi Nfj.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Allianzgi Nfj on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzgi Nfj Small Cap or generate 0.0% return on investment in Allianzgi Nfj over 90 days. Allianzgi Nfj is related to or competes with Allianzgi Nfj, Allianzgi Vertible, Allianzgi Nfj, Allianzgi Focused, Allianzgi Nfj, Allianzgi Convertible, and Allianzgi Convertible. The fund normally invests at least 80 percent of its net assets in common stocks and other equity securities of companie... More
Allianzgi Nfj 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 Nfj'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 Allianzgi Nfj Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8717 | |||
| Information Ratio | 0.1117 | |||
| Maximum Drawdown | 5.01 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 2.42 |
Allianzgi Nfj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianzgi Nfj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianzgi Nfj's standard deviation. In reality, there are many statistical measures that can use Allianzgi Nfj historical prices to predict the future Allianzgi Nfj's volatility.| Risk Adjusted Performance | 0.1639 | |||
| Jensen Alpha | 0.1062 | |||
| Total Risk Alpha | 0.084 | |||
| Sortino Ratio | 0.1315 | |||
| Treynor Ratio | 0.1883 |
Allianzgi Nfj February 25, 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 | 0.1639 | |||
| Market Risk Adjusted Performance | 0.1983 | |||
| Mean Deviation | 0.7699 | |||
| Semi Deviation | 0.5621 | |||
| Downside Deviation | 0.8717 | |||
| Coefficient Of Variation | 475.67 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.05 | |||
| Information Ratio | 0.1117 | |||
| Jensen Alpha | 0.1062 | |||
| Total Risk Alpha | 0.084 | |||
| Sortino Ratio | 0.1315 | |||
| Treynor Ratio | 0.1883 | |||
| Maximum Drawdown | 5.01 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 2.42 | |||
| Downside Variance | 0.7599 | |||
| Semi Variance | 0.316 | |||
| Expected Short fall | (0.98) | |||
| Skewness | 0.5232 | |||
| Kurtosis | 0.7547 |
Allianzgi Nfj Small Backtested Returns
At this stage we consider Allianzgi Mutual Fund to be very steady. Allianzgi Nfj Small secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Allianzgi Nfj Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Allianzgi Nfj's Risk Adjusted Performance of 0.1639, mean deviation of 0.7699, and Downside Deviation of 0.8717 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 1.09, which signifies a somewhat significant risk relative to the market. Allianzgi Nfj returns are very sensitive to returns on the market. As the market goes up or down, Allianzgi Nfj is expected to follow.
Auto-correlation | 0.49 |
Average predictability
Allianzgi Nfj Small Cap has average predictability. Overlapping area represents the amount of predictability between Allianzgi Nfj time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Nfj Small price movement. The serial correlation of 0.49 indicates that about 49.0% of current Allianzgi Nfj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Allianzgi Mutual Fund
Allianzgi Nfj financial ratios help investors to determine whether Allianzgi 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 Allianzgi with respect to the benefits of owning Allianzgi Nfj security.
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