Pimco Small Cap Fund Market Value
| PSCSX Fund | USD 8.81 0.15 1.67% |
| Symbol | Pimco |
Pimco Small '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 Small'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 Small.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Pimco Small on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Small Cap or generate 0.0% return on investment in Pimco Small over 90 days. Pimco Small is related to or competes with Pimco Small, T Rowe, Eaton Vance, Eaton Vance, Thrivent High, Blackrock, and Aqr Large. The fund seeks to exceed the total return of the Russell 2000 Index by investing under normal circumstances in Russell 2... More
Pimco Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.0329 | |||
| Maximum Drawdown | 4.7 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.93 |
Pimco Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Small's standard deviation. In reality, there are many statistical measures that can use Pimco Small historical prices to predict the future Pimco Small's volatility.| Risk Adjusted Performance | 0.0664 | |||
| Jensen Alpha | 0.028 | |||
| Total Risk Alpha | 0.0081 | |||
| Sortino Ratio | 0.0304 | |||
| Treynor Ratio | 0.0748 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pimco Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pimco Small January 31, 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 | 0.0664 | |||
| Market Risk Adjusted Performance | 0.0848 | |||
| Mean Deviation | 0.8917 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.24 | |||
| Coefficient Of Variation | 1156.19 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.31 | |||
| Information Ratio | 0.0329 | |||
| Jensen Alpha | 0.028 | |||
| Total Risk Alpha | 0.0081 | |||
| Sortino Ratio | 0.0304 | |||
| Treynor Ratio | 0.0748 | |||
| Maximum Drawdown | 4.7 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.93 | |||
| Downside Variance | 1.53 | |||
| Semi Variance | 1.13 | |||
| Expected Short fall | (0.96) | |||
| Skewness | (0.11) | |||
| Kurtosis | 0.0607 |
Pimco Small Cap Backtested Returns
At this stage we consider Pimco Mutual Fund to be not too volatile. Pimco Small Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.0895, which implies the entity had a 0.0895 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pimco Small Cap, which you can use to evaluate the volatility of the fund. Please check Pimco Small's Semi Deviation of 1.06, risk adjusted performance of 0.0664, and Coefficient Of Variation of 1156.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The fund holds a Beta of 1.19, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pimco Small will likely underperform.
Auto-correlation | 0.64 |
Good predictability
Pimco Small Cap has good predictability. Overlapping area represents the amount of predictability between Pimco Small time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Small Cap price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Pimco Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Small 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 Small security.
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