Payden Securitized Income Fund Market Value
| PYSFX Fund | 10.05 0.01 0.1% |
| Symbol | Payden |
Payden Securitized '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 Payden Securitized's 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 Payden Securitized.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Payden Securitized on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Payden Securitized Income or generate 0.0% return on investment in Payden Securitized over 90 days. Payden Securitized is related to or competes with Payden Corporate, Payden Floating, Payden Absolute, Payden Corporate, Payden Absolute, Payden Absolute, and Payden Emerging. Under normal market conditions, the fund will invest at least 80 percent of its investable assets in securitized credit ... More
Payden Securitized 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 Payden Securitized's 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 Payden Securitized Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.98) | |||
| Maximum Drawdown | 0.2025 | |||
| Potential Upside | 0.1013 |
Payden Securitized Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Payden Securitized's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Payden Securitized's standard deviation. In reality, there are many statistical measures that can use Payden Securitized historical prices to predict the future Payden Securitized's volatility.| Risk Adjusted Performance | 0.3539 | |||
| Jensen Alpha | 0.0211 | |||
| Total Risk Alpha | 0.0127 | |||
| Treynor Ratio | (4.36) |
Payden Securitized Income Backtested Returns
At this stage we consider Payden Mutual Fund to be very steady. Payden Securitized Income maintains Sharpe Ratio (i.e., Efficiency) of 0.5, which implies the entity had a 0.5 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Payden Securitized Income, which you can use to evaluate the volatility of the fund. Please check Payden Securitized's Risk Adjusted Performance of 0.3539, coefficient of variation of 182.56, and Variance of 0.0031 to confirm if the risk estimate we provide is consistent with the expected return of 0.0276%. The fund holds a Beta of -0.0047, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Payden Securitized are expected to decrease at a much lower rate. During the bear market, Payden Securitized is likely to outperform the market.
Auto-correlation | 0.97 |
Excellent predictability
Payden Securitized Income has excellent predictability. Overlapping area represents the amount of predictability between Payden Securitized time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Payden Securitized Income price movement. The serial correlation of 0.97 indicates that 97.0% of current Payden Securitized price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.97 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Payden Securitized Income lagged returns against current returns
Autocorrelation, which is Payden Securitized 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 Payden Securitized's mutual fund expected returns. We can calculate the autocorrelation of Payden Securitized returns to help us make a trade decision. For example, suppose you find that Payden Securitized 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 |
Payden Securitized 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 Payden Securitized mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Payden Securitized mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Payden Securitized mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Payden Securitized Lagged Returns
When evaluating Payden Securitized's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Payden Securitized mutual fund have on its future price. Payden Securitized 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, Payden Securitized autocorrelation shows the relationship between Payden Securitized mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Payden Securitized Income.
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 Payden Mutual Fund
Payden Securitized financial ratios help investors to determine whether Payden 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 Payden with respect to the benefits of owning Payden Securitized security.
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |