Pacer Funds Trust Etf Market Value
| QDPL Etf | USD 42.94 0.13 0.30% |
| Symbol | Pacer |
The market value of Pacer Funds Trust is measured differently than its book value, which is the value of Pacer that is recorded on the company's balance sheet. Investors also form their own opinion of Pacer Funds' value that differs from its market value or its book value, called intrinsic value, which is Pacer Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Pacer Funds' market value can be influenced by many factors that don't directly affect Pacer Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Pacer Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Pacer Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pacer Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Pacer Funds '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 Pacer Funds' etf 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 Pacer Funds.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Pacer Funds on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Pacer Funds Trust or generate 0.0% return on investment in Pacer Funds over 30 days. Pacer Funds is related to or competes with WisdomTree 9060, Goldman Sachs, Kovitz Core, WisdomTree Earnings, First Trust, Direxion NASDAQ, and First Trust. The index, as designed, has two components an SP 500 Index component and a dividend component consisting of long positio... More
Pacer Funds 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 Pacer Funds' etf 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 Pacer Funds Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9146 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.49 |
Pacer Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacer Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacer Funds' standard deviation. In reality, there are many statistical measures that can use Pacer Funds historical prices to predict the future Pacer Funds' volatility.| Risk Adjusted Performance | 0.053 | |||
| Jensen Alpha | 0.0521 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (1.15) |
Pacer Funds Trust Backtested Returns
As of now, Pacer Etf is very steady. Pacer Funds Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.0738, which implies the entity had a 0.0738 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pacer Funds Trust, which you can use to evaluate the volatility of the etf. Please check Pacer Funds' Coefficient Of Variation of 1355.61, risk adjusted performance of 0.053, and Semi Deviation of 0.78 to confirm if the risk estimate we provide is consistent with the expected return of 0.0589%. The etf holds a Beta of -0.0426, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pacer Funds are expected to decrease at a much lower rate. During the bear market, Pacer Funds is likely to outperform the market.
Auto-correlation | 0.36 |
Below average predictability
Pacer Funds Trust has below average predictability. Overlapping area represents the amount of predictability between Pacer Funds time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pacer Funds Trust price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Pacer Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Pacer Funds Trust lagged returns against current returns
Autocorrelation, which is Pacer Funds etf'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 Pacer Funds' etf expected returns. We can calculate the autocorrelation of Pacer Funds returns to help us make a trade decision. For example, suppose you find that Pacer Funds has exhibited high autocorrelation historically, and you observe that the etf 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 |
Pacer Funds 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 Pacer Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacer Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacer Funds etf over time.
Current vs Lagged Prices |
| Timeline |
Pacer Funds Lagged Returns
When evaluating Pacer Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacer Funds etf have on its future price. Pacer Funds 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, Pacer Funds autocorrelation shows the relationship between Pacer Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Pacer Funds Trust.
Regressed Prices |
| Timeline |
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Pacer Funds technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.