Payden Global Low Fund Market Value
| PYGSX Fund | USD 9.76 0.01 0.10% |
| Symbol | Payden |
Payden Global '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 Payden Global'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 Payden Global.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Payden Global on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Payden Global Low or generate 0.0% return on investment in Payden Global over 90 days. Payden Global is related to or competes with Mfs Lifetime, Tiaa Cref, American Funds, Strategic Allocation:, Tiaa-cref Lifestyle, and Jpmorgan Smartretirement. The fund invests in a wide variety of debt instruments and income-producing securities More
Payden Global 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 Payden Global'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 Payden Global Low upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1084 | |||
| Information Ratio | (1.33) | |||
| Maximum Drawdown | 0.3102 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1032 |
Payden Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Payden Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Payden Global's standard deviation. In reality, there are many statistical measures that can use Payden Global historical prices to predict the future Payden Global's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.0015 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.84) | |||
| Treynor Ratio | 0.2399 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Payden Global'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.
Payden Global January 23, 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 | 0.0368 | |||
| Market Risk Adjusted Performance | 0.2499 | |||
| Mean Deviation | 0.0497 | |||
| Downside Deviation | 0.1084 | |||
| Coefficient Of Variation | 550.74 | |||
| Standard Deviation | 0.0688 | |||
| Variance | 0.0047 | |||
| Information Ratio | (1.33) | |||
| Jensen Alpha | 0.0015 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.84) | |||
| Treynor Ratio | 0.2399 | |||
| Maximum Drawdown | 0.3102 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1032 | |||
| Downside Variance | 0.0118 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | 0.1827 | |||
| Kurtosis | 0.0722 |
Payden Global Low Backtested Returns
At this stage we consider Payden Mutual Fund to be very steady. Payden Global Low maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Payden Global Low, which you can use to evaluate the volatility of the fund. Please check Payden Global's Standard Deviation of 0.0688, risk adjusted performance of 0.0368, and Downside Deviation of 0.1084 to confirm if the risk estimate we provide is consistent with the expected return of 0.0137%. The fund holds a Beta of 0.0104, which implies not very significant fluctuations relative to the market. As returns on the market increase, Payden Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Payden Global is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Payden Global Low has good predictability. Overlapping area represents the amount of predictability between Payden Global time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Payden Global Low price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Payden Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Payden Mutual Fund
Payden Global financial ratios help investors to determine whether Payden 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 Payden with respect to the benefits of owning Payden Global security.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |