Pimco Capital Sec Fund Market Value
| PFINX Fund | USD 9.40 0.01 0.11% |
| Symbol | Pimco |
Pimco Capital '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 Capital'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 Capital.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Pimco Capital on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Pimco Capital Sec or generate 0.0% return on investment in Pimco Capital over 360 days. Pimco Capital is related to or competes with Pimco Mortgage, Pimco Floating, Pimco High, Diversified Income, and Pimco Income. The fund invests at least 80 percent of its assets in a diversified portfolio of preferred securities and Capital Securi... More
Pimco Capital 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 Capital'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 Capital Sec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1747 | |||
| Information Ratio | (0.60) | |||
| Maximum Drawdown | 0.6397 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2167 |
Pimco Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Capital's standard deviation. In reality, there are many statistical measures that can use Pimco Capital historical prices to predict the future Pimco Capital's volatility.| Risk Adjusted Performance | 0.1214 | |||
| Jensen Alpha | 0.0169 | |||
| Total Risk Alpha | 0.0021 | |||
| Sortino Ratio | (0.46) | |||
| Treynor Ratio | 0.7693 |
Pimco Capital Sec Backtested Returns
At this stage we consider Pimco Mutual Fund to be very steady. Pimco Capital Sec maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the entity had a 0.18% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Pimco Capital Sec, which you can use to evaluate the volatility of the fund. Please check Pimco Capital's Risk Adjusted Performance of 0.1214, downside deviation of 0.1747, and Standard Deviation of 0.1328 to confirm if the risk estimate we provide is consistent with the expected return of 0.0239%. The fund holds a Beta of 0.0252, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pimco Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco Capital is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Pimco Capital Sec has excellent predictability. Overlapping area represents the amount of predictability between Pimco Capital time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd of November 2024. 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 Capital Sec price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Pimco Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Pimco Capital Sec lagged returns against current returns
Autocorrelation, which is Pimco Capital 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 Capital's mutual fund expected returns. We can calculate the autocorrelation of Pimco Capital returns to help us make a trade decision. For example, suppose you find that Pimco Capital 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 Capital 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 Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pimco Capital 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 Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pimco Capital Lagged Returns
When evaluating Pimco Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pimco Capital mutual fund have on its future price. Pimco Capital 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 Capital autocorrelation shows the relationship between Pimco Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pimco Capital Sec.
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 Capital 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 Capital security.
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