Pimco 1 5 Year Etf Market Value

STPZ Etf  USD 51.08  0.02  0.04%   
PIMCO 1's market value is the price at which a share of PIMCO 1 stock trades on a public exchange. It measures the collective expectations of PIMCO 1 5 Year investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of PIMCO 1 5 Year and determine expected loss or profit from investing in PIMCO 1 over a given investment horizon.
Check out PIMCO 1 Correlation, PIMCO 1 Volatility and PIMCO 1 Alpha and Beta module to complement your research on PIMCO 1.
Symbol

The market value of PIMCO 1-5 Year is measured differently than its book value, which is the value of PIMCO that is recorded on the company's balance sheet. Investors also form their own opinion of PIMCO 1's value that differs from its market value or its book value, called intrinsic value, which is PIMCO 1's 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 PIMCO 1's market value can be influenced by many factors that don't directly affect PIMCO 1's 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 PIMCO 1's value and its price as these two are different measures arrived at by different means. Investors typically determine if PIMCO 1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PIMCO 1's 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.

PIMCO 1 '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 1's 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 PIMCO 1.
0.00
01/27/2024
No Change 0.00  0.0 
In 31 days
02/26/2024
0.00
If you would invest  0.00  in PIMCO 1 on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding PIMCO 1 5 Year or generate 0.0% return on investment in PIMCO 1 over 30 days. PIMCO 1 is related to or competes with Vanguard Short, IShares TIPS, Invesco PureBeta, and Goldman Sachs. The fund invests at least 80 percent of its total assets in the component securities of the ICE BofA 1-5 Year US Inflati... More

PIMCO 1 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 1's 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 PIMCO 1 5 Year upside and downside potential and time the market with a certain degree of confidence.

PIMCO 1 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO 1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PIMCO 1's standard deviation. In reality, there are many statistical measures that can use PIMCO 1 historical prices to predict the future PIMCO 1's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of PIMCO 1'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. Please use the tools below to analyze the current value of PIMCO 1 in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
50.8851.0851.28
Details
Intrinsic
Valuation
LowRealHigh
50.8651.0651.26
Details
Naive
Forecast
LowNextHigh
50.8151.0151.20
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
51.0251.0651.11
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as PIMCO 1. Your research has to be compared to or analyzed against PIMCO 1's peers to derive any actionable benefits. When done correctly, PIMCO 1's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in PIMCO 1-5 Year.

PIMCO 1-5 Year Backtested Returns

We consider PIMCO 1 very steady. PIMCO 1-5 Year maintains Sharpe Ratio (i.e., Efficiency) of 0.0905, which implies the entity had 0.0905% return per unit of volatility over the last 3 months. Our approach towards forecasting the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for PIMCO 1-5 Year, which you can use to evaluate the future volatility of the etf. Please check PIMCO 1's semi deviation of 0.028, and Risk Adjusted Performance of 0.0397 to confirm if the risk estimate we provide is consistent with the expected return of 0.0177%. The etf holds a Beta of 0.019, which implies not very significant fluctuations relative to the market. As returns on the market increase, PIMCO 1 returns are expected to increase less than the market. However, during the bear market, the loss on holding PIMCO 1 will be expected to be smaller as well. Although it is important to respect PIMCO 1-5 Year current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns.

Auto-correlation

    
  -0.05  

Very weak reverse predictability

PIMCO 1 5 Year has very weak reverse predictability. Overlapping area represents the amount of predictability between PIMCO 1 time series from 27th of January 2024 to 11th of February 2024 and 11th of February 2024 to 26th of February 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 1-5 Year price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current PIMCO 1 price fluctuation can be explain by its past prices.
Correlation Coefficient-0.05
Spearman Rank Test0.34
Residual Average0.0
Price Variance0.0

PIMCO 1-5 Year lagged returns against current returns

Autocorrelation, which is PIMCO 1 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 PIMCO 1's etf expected returns. We can calculate the autocorrelation of PIMCO 1 returns to help us make a trade decision. For example, suppose you find that PIMCO 1 etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

PIMCO 1 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 1 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PIMCO 1 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PIMCO 1 etf over time.
   Current vs Lagged Prices   
       Timeline  

PIMCO 1 Lagged Returns

When evaluating PIMCO 1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PIMCO 1 etf have on its future price. PIMCO 1 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 1 autocorrelation shows the relationship between PIMCO 1 etf current value and its past values and can show if there is a momentum factor associated with investing in PIMCO 1 5 Year.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards PIMCO 1 in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, PIMCO 1's short interest history, or implied volatility extrapolated from PIMCO 1 options trading.

Currently Active Assets on Macroaxis

When determining whether PIMCO 1-5 Year offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of PIMCO 1's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Pimco 1 5 Year Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Pimco 1 5 Year Etf:
Check out PIMCO 1 Correlation, PIMCO 1 Volatility and PIMCO 1 Alpha and Beta module to complement your research on PIMCO 1.
You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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When running PIMCO 1's price analysis, check to measure PIMCO 1's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PIMCO 1 is operating at the current time. Most of PIMCO 1's value examination focuses on studying past and present price action to predict the probability of PIMCO 1's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PIMCO 1's price. Additionally, you may evaluate how the addition of PIMCO 1 to your portfolios can decrease your overall portfolio volatility.
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PIMCO 1 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.
A focus of PIMCO 1 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of PIMCO 1 trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...