Pimco Esg Income Fund Market Value
| PEGIX Fund | USD 9.58 0.03 0.31% |
| Symbol | Pimco |
Pimco Esg '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 Esg'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 Esg.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Pimco Esg on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Esg Income or generate 0.0% return on investment in Pimco Esg over 30 days. Pimco Esg is related to or competes with Ab Global, Omni Small, Rbb Fund, Nationwide Growth, Pnc Balanced, Tfa Alphagen, and Siit Large. The fund seeks to achieve its investment objectives by investing under normal circumstances at least 65 percent of its t... More
Pimco Esg 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 Esg'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 Esg Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1889 | |||
| Information Ratio | (0.51) | |||
| Maximum Drawdown | 0.7355 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2114 |
Pimco Esg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Esg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Esg's standard deviation. In reality, there are many statistical measures that can use Pimco Esg historical prices to predict the future Pimco Esg's volatility.| Risk Adjusted Performance | 0.0597 | |||
| Jensen Alpha | 0.0118 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | (1.05) |
Pimco Esg Income Backtested Returns
At this stage we consider Pimco Mutual Fund to be very steady. Pimco Esg Income maintains Sharpe Ratio (i.e., Efficiency) of 0.0706, which implies the entity had a 0.0706 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Pimco Esg Income, which you can use to evaluate the volatility of the fund. Please check Pimco Esg's Standard Deviation of 0.1608, risk adjusted performance of 0.0597, and Downside Deviation of 0.1889 to confirm if the risk estimate we provide is consistent with the expected return of 0.0122%. The fund holds a Beta of -0.0103, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pimco Esg are expected to decrease at a much lower rate. During the bear market, Pimco Esg is likely to outperform the market.
Auto-correlation | -0.44 |
Modest reverse predictability
Pimco Esg Income has modest reverse predictability. Overlapping area represents the amount of predictability between Pimco Esg time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd 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 Esg Income price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Pimco Esg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pimco Esg Income lagged returns against current returns
Autocorrelation, which is Pimco Esg 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 Esg's mutual fund expected returns. We can calculate the autocorrelation of Pimco Esg returns to help us make a trade decision. For example, suppose you find that Pimco Esg 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 Esg 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 Esg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pimco Esg 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 Esg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pimco Esg Lagged Returns
When evaluating Pimco Esg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pimco Esg mutual fund have on its future price. Pimco Esg 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 Esg autocorrelation shows the relationship between Pimco Esg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pimco Esg Income.
Regressed Prices |
| Timeline |
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 Pimco Mutual Fund
Pimco Esg 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 Esg security.
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