PIMCO Etf Market Value

STPZ Etf

USD 51.01 0.10 0.20%

PIMCO 1-5's market value is the price at which a share of PIMCO 1-5 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 1-5 over a given investment horizon. Check out PIMCO 1-5 Correlation, PIMCO 1-5 Volatility and PIMCO 1-5 Alpha and Beta module to complement your research on PIMCO 1-5. For more information on how to buy PIMCO Etf please use our How to Invest in PIMCO 1-5 guide.

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 1-5's value that differs from its market value or its book value, called intrinsic value, which is PIMCO 1-5'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 1-5's market value can be influenced by many factors that don't directly affect PIMCO 1-5'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 1-5's value and its price as these two are different measures arrived at by different means. Investors typically determine PIMCO 1-5 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PIMCO 1-5'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 1-5 '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 1-5'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 1-5.

0.00

02/21/2023

No Change 0.00

0.0

In 31 days

03/23/2023

0.00

If you would invest 0.00 in PIMCO 1-5 on February 21, 2023 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 1-5 over 30 days. PIMCO 1-5 is related to or competes with ZEGA Buy, Hartford Total, Zillow, Hull Tactical, Northern Lights, and VanEck Vectors. 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 1-5 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 1-5'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.

	Downside Deviation	0.2474
	Information Ratio	0.2349
	Maximum Drawdown	1.49
	Value At Risk	(0.38)
	Potential Upside	0.5217

PIMCO 1-5 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO 1-5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PIMCO 1-5's standard deviation. In reality, there are many statistical measures that can use PIMCO 1-5 historical prices to predict the future PIMCO 1-5's volatility.

	Risk Adjusted Performance	0.0659
	Jensen Alpha	0.0154
	Total Risk Alpha	0.0313
	Sortino Ratio	0.2694
	Treynor Ratio	(0.77)

Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of PIMCO 1-5'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 1-5 in the context of predictive analytics.

Hype

Prediction

Low	Estimated Value	High
50.72	51.01	51.30

Details

Intrinsic

Valuation

Low	Real Value	High
50.56	50.85	51.14

Details

Naive

Forecast

Low	Next Value	High
50.77	51.06	51.35

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
49.61	50.39	51.17

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as PIMCO 1-5. Your research has to be compared to or analyzed against PIMCO 1-5's peers to derive any actionable benefits. When done correctly, PIMCO 1-5's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in PIMCO 1-5 Year.

PIMCO 1-5 Year Backtested Returns

We consider PIMCO 1-5 very steady. PIMCO 1-5 Year maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had 0.12% of 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-eight technical indicators for PIMCO 1-5 Year, which you can use to evaluate the future volatility of the etf. Please check PIMCO 1-5 Year risk adjusted performance of 0.0659, and Semi Deviation of 0.1425 to confirm if the risk estimate we provide is consistent with the expected return of 0.0339%.

The etf holds a Beta of -0.0215, which implies not very significant fluctuations relative to the market. Let's try to break down what PIMCO's beta means in this case. As returns on the market increase, returns on owning PIMCO 1-5 are expected to decrease at a much lower rate. During the bear market, PIMCO 1-5 is likely to outperform the market. 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. The approach towards forecasting future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting PIMCO 1-5 Year technical indicators, you can now evaluate if the expected return of 0.0339% will be sustainable into the future.

Auto-correlation

-0.32

Poor reverse predictability

PIMCO 1-5 Year has poor reverse predictability. Overlapping area represents the amount of predictability between PIMCO 1-5 time series from 21st of February 2023 to 8th of March 2023 and 8th of March 2023 to 23rd of March 2023. 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 -0.32 indicates that nearly 32.0% of current PIMCO 1-5 price fluctuation can be explain by its past prices.

	Correlation Coefficient	-0.32
	Spearman Rank Test	-0.13
	Residual Average	0.0
	Price Variance	0.14

PIMCO 1-5 Year lagged returns against current returns

Autocorrelation, which is PIMCO 1-5 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 1-5's etf expected returns. We can calculate the autocorrelation of PIMCO 1-5 returns to help us make a trade decision. For example, suppose you find that PIMCO 1-5 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 1-5 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 1-5 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PIMCO 1-5 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PIMCO 1-5 etf over time.

Current vs Lagged Prices

Timeline

PIMCO 1-5 Lagged Returns

When evaluating PIMCO 1-5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PIMCO 1-5 etf have on its future price. PIMCO 1-5 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 1-5 autocorrelation shows the relationship between PIMCO 1-5 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

Be your own money manager

Our tools can tell you how much better you can do entering a position in PIMCO 1-5 without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Check out PIMCO 1-5 Correlation, PIMCO 1-5 Volatility and PIMCO 1-5 Alpha and Beta module to complement your research on PIMCO 1-5. For more information on how to buy PIMCO Etf please use our How to Invest in PIMCO 1-5 guide. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Complementary Tools for analysis

When running PIMCO 1-5 Year price analysis, check to measure PIMCO 1-5'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 1-5 is operating at the current time. Most of PIMCO 1-5's value examination focuses on studying past and present price action to predict the probability of PIMCO 1-5's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move PIMCO 1-5's price. Additionally, you may evaluate how the addition of PIMCO 1-5 to your portfolios can decrease your overall portfolio volatility.

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PIMCO 1-5 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.

Volatility Indicators

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Value Movement

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A focus of PIMCO 1-5 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of PIMCO 1-5 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...

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PIMCO Etf Market Value

PIMCO 1-5 'What if' Analysis

PIMCO 1-5 Upside/Downside Indicators

PIMCO 1-5 Market Risk Indicators

PIMCO 1-5 Year Backtested Returns

Auto-correlation

Poor reverse predictability

PIMCO 1-5 Year lagged returns against current returns

PIMCO 1-5 regressed lagged prices vs. current prices

PIMCO 1-5 Lagged Returns

Be your own money manager

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