Pimco Managed Core Etf Market Value
| PCOR Etf | CAD 18.07 0.03 0.17% |
| Symbol | PIMCO |
PIMCO Managed '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 Managed'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 Managed.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in PIMCO Managed on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding PIMCO Managed Core or generate 0.0% return on investment in PIMCO Managed over 90 days. PIMCO Managed is related to or competes with Picton Mahoney, PIMCO Low, PIMCO Global, and NBI Sustainable. PIMCO MANAGED is traded on Toronto Stock Exchange in Canada. More
PIMCO Managed 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 Managed'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 Managed Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4004 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.79 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7178 |
PIMCO Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PIMCO Managed's standard deviation. In reality, there are many statistical measures that can use PIMCO Managed historical prices to predict the future PIMCO Managed's volatility.| Risk Adjusted Performance | 0.0373 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.1124 |
PIMCO Managed Core Backtested Returns
As of now, PIMCO Etf is very steady. PIMCO Managed Core maintains Sharpe Ratio (i.e., Efficiency) of 0.0807, which implies the entity had a 0.0807 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for PIMCO Managed Core, which you can use to evaluate the volatility of the etf. Please check PIMCO Managed's risk adjusted performance of 0.0373, and Semi Deviation of 0.3278 to confirm if the risk estimate we provide is consistent with the expected return of 0.0322%. The etf holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, PIMCO Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding PIMCO Managed is expected to be smaller as well.
Auto-correlation | 0.17 |
Very weak predictability
PIMCO Managed Core has very weak predictability. Overlapping area represents the amount of predictability between PIMCO Managed time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 PIMCO Managed Core price movement. The serial correlation of 0.17 indicates that over 17.0% of current PIMCO Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
PIMCO Managed Core lagged returns against current returns
Autocorrelation, which is PIMCO Managed 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 Managed's etf expected returns. We can calculate the autocorrelation of PIMCO Managed returns to help us make a trade decision. For example, suppose you find that PIMCO Managed 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 |
PIMCO Managed 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 Managed etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PIMCO Managed etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PIMCO Managed etf over time.
Current vs Lagged Prices |
| Timeline |
PIMCO Managed Lagged Returns
When evaluating PIMCO Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PIMCO Managed etf have on its future price. PIMCO Managed 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 Managed autocorrelation shows the relationship between PIMCO Managed etf current value and its past values and can show if there is a momentum factor associated with investing in PIMCO Managed Core.
Regressed Prices |
| Timeline |
Other Information on Investing in PIMCO Etf
PIMCO Managed financial ratios help investors to determine whether PIMCO Etf 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 PIMCO with respect to the benefits of owning PIMCO Managed security.