Pimco 1 5 Year Etf Technical Analysis
| STPZ Etf | USD 51.28 0.01 0.02% |
As of the 16th of April 2024, PIMCO 1 holds the risk adjusted performance of 0.0063, and Semi Deviation of 0.1365. Concerning fundamental indicators, the technical analysis model allows you to check practical technical drivers of PIMCO 1, as well as the relationship between them. Put it differently, you can use this information to find out if the etf will indeed mirror its model of past market data, or the prices will eventually revert. We were able to interpolate data for nineteen technical drivers for PIMCO 1 5, which can be compared to its competitors. Please check PIMCO 1 5 value at risk, and the relationship between the jensen alpha and semi variance to decide if PIMCO 1 5 is priced more or less accurately, providing market reflects its current price of 51.28 per share.
PIMCO 1 Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as PIMCO, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PIMCOPIMCO |
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.
PIMCO 1 5 Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of PIMCO 1 5 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
PIMCO 1 5 Trend Analysis
Use this graph to draw trend lines for PIMCO 1 5 Year. You can use it to identify possible trend reversals for PIMCO 1 as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual PIMCO 1 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.PIMCO 1 Best Fit Change Line
The following chart estimates an ordinary least squares regression model for PIMCO 1 5 Year applied against its price change over selected period. The best fit line has a slop of 0.01 , which means PIMCO 1 5 Year will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.25, which is the sum of squared deviations for the predicted PIMCO 1 price change compared to its average price change.About PIMCO 1 Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of PIMCO 1 5 Year on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of PIMCO 1 5 Year based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on PIMCO 1 5 price pattern first instead of the macroeconomic environment surrounding PIMCO 1 5. By analyzing PIMCO 1's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of PIMCO 1's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to PIMCO 1 specific price patterns or momentum indicators. Please read more on our technical analysis page.
PIMCO 1 April 16, 2024 Technical Indicators
Most technical analysis of PIMCO help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for PIMCO from various momentum indicators to cycle indicators. When you analyze PIMCO charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0063 | |||
| Market Risk Adjusted Performance | (0) | |||
| Mean Deviation | 0.1291 | |||
| Semi Deviation | 0.1365 | |||
| Downside Deviation | 0.1726 | |||
| Coefficient Of Variation | 1841.98 | |||
| Standard Deviation | 0.1663 | |||
| Variance | 0.0276 | |||
| Information Ratio | (0.32) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 0.8991 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.2548 | |||
| Downside Variance | 0.0298 | |||
| Semi Variance | 0.0186 | |||
| Expected Short fall | (0.14) | |||
| Skewness | (0.46) | |||
| Kurtosis | 0.9492 |
PIMCO 1 5 One Year Return
Based on the recorded statements, PIMCO 1 5 Year has an One Year Return of 2.2%. This is 78.41% lower than that of the PIMCO family and significantly higher than that of the Inflation-Protected Bond category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in PIMCO 1 5 Year. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in american community survey. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
The market value of PIMCO 1 5 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.