Pnc Fds Gr Fund Market Value
| PGIAX Fund | USD 36.66 0.04 0.11% |
| Symbol | Pnc |
Pnc Fds '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 Pnc Fds' mutual fund 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 Pnc Fds.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Pnc Fds on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Pnc Fds Gr or generate 0.0% return on investment in Pnc Fds over 90 days. Pnc Fds is related to or competes with Putnam Equity, Putnam Tax, Putnam Floating, Putnam High, Putnam Floating, Putnam Floating, and Putnam Floating. The fund invests mainly in equity securities of large and midsize companies that the manager believes have favorable inv... More
Pnc Fds 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 Pnc Fds' mutual fund 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 Pnc Fds Gr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9275 | |||
| Information Ratio | 0.1358 | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 2.07 |
Pnc Fds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pnc Fds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pnc Fds' standard deviation. In reality, there are many statistical measures that can use Pnc Fds historical prices to predict the future Pnc Fds' volatility.| Risk Adjusted Performance | 0.2665 | |||
| Jensen Alpha | 0.1414 | |||
| Total Risk Alpha | 0.1268 | |||
| Sortino Ratio | 0.1378 | |||
| Treynor Ratio | 0.2886 |
Pnc Fds Gr Backtested Returns
Pnc Fds appears to be very steady, given 3 months investment horizon. Pnc Fds Gr maintains Sharpe Ratio (i.e., Efficiency) of 0.41, which implies the entity had a 0.41 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pnc Fds Gr, which you can use to evaluate the volatility of the fund. Please evaluate Pnc Fds' Risk Adjusted Performance of 0.2665, coefficient of variation of 350.51, and Semi Deviation of 0.5276 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.9, which implies possible diversification benefits within a given portfolio. Pnc Fds returns are very sensitive to returns on the market. As the market goes up or down, Pnc Fds is expected to follow.
Auto-correlation | 0.89 |
Very good predictability
Pnc Fds Gr has very good predictability. Overlapping area represents the amount of predictability between Pnc Fds 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 Pnc Fds Gr price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Pnc Fds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Pnc Fds Gr lagged returns against current returns
Autocorrelation, which is Pnc Fds mutual fund'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 Pnc Fds' mutual fund expected returns. We can calculate the autocorrelation of Pnc Fds returns to help us make a trade decision. For example, suppose you find that Pnc Fds has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Pnc Fds 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 Pnc Fds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pnc Fds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pnc Fds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pnc Fds Lagged Returns
When evaluating Pnc Fds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pnc Fds mutual fund have on its future price. Pnc Fds 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, Pnc Fds autocorrelation shows the relationship between Pnc Fds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pnc Fds Gr.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Pnc Mutual Fund
Pnc Fds financial ratios help investors to determine whether Pnc Mutual Fund 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 Pnc with respect to the benefits of owning Pnc Fds security.
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