Pacific Funds Portfolio Fund Market Value

POBCX Fund  USD 10.44  0.03  0.29%   
Pacific Funds' market value is the price at which a share of Pacific Funds trades on a public exchange. It measures the collective expectations of Pacific Funds Portfolio investors about its performance. Pacific Funds is trading at 10.44 as of the 5th of December 2024; that is 0.29 percent increase since the beginning of the trading day. The fund's open price was 10.41.
With this module, you can estimate the performance of a buy and hold strategy of Pacific Funds Portfolio and determine expected loss or profit from investing in Pacific Funds over a given investment horizon. Check out Pacific Funds Correlation, Pacific Funds Volatility and Pacific Funds Alpha and Beta module to complement your research on Pacific Funds.
Symbol

Please note, there is a significant difference between Pacific Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Pacific Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pacific Funds' 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.

Pacific Funds '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 Pacific Funds' 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 Pacific Funds.
0.00
12/16/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/05/2024
0.00
If you would invest  0.00  in Pacific Funds on December 16, 2022 and sell it all today you would earn a total of 0.00 from holding Pacific Funds Portfolio or generate 0.0% return on investment in Pacific Funds over 720 days. Pacific Funds is related to or competes with Goldman Sachs, Qs Moderate, Eip Growth, Qs Growth, Pace Large, Tfa Alphagen, and Chase Growth. The fund is a fund of funds that seeks to achieve its investment goal by investing in a combination of underlying funds More

Pacific Funds 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 Pacific Funds' 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 Pacific Funds Portfolio upside and downside potential and time the market with a certain degree of confidence.

Pacific Funds Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacific Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacific Funds' standard deviation. In reality, there are many statistical measures that can use Pacific Funds historical prices to predict the future Pacific Funds' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pacific Funds' 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.
Hype
Prediction
LowEstimatedHigh
10.1310.4410.75
Details
Intrinsic
Valuation
LowRealHigh
10.0910.4010.71
Details

Pacific Funds Portfolio Backtested Returns

At this stage we consider Pacific Mutual Fund to be very steady. Pacific Funds Portfolio maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pacific Funds Portfolio, which you can use to evaluate the volatility of the fund. Please check Pacific Funds' Semi Deviation of 0.184, coefficient of variation of 621.57, and Risk Adjusted Performance of 0.1054 to confirm if the risk estimate we provide is consistent with the expected return of 0.06%. The fund holds a Beta of 0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pacific Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Pacific Funds is expected to be smaller as well.

Auto-correlation

    
  0.29  

Poor predictability

Pacific Funds Portfolio has poor predictability. Overlapping area represents the amount of predictability between Pacific Funds time series from 16th of December 2022 to 11th of December 2023 and 11th of December 2023 to 5th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pacific Funds Portfolio price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Pacific Funds price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.11

Pacific Funds Portfolio lagged returns against current returns

Autocorrelation, which is Pacific Funds 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 Pacific Funds' mutual fund expected returns. We can calculate the autocorrelation of Pacific Funds returns to help us make a trade decision. For example, suppose you find that Pacific Funds 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  

Pacific Funds 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 Pacific Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacific Funds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacific Funds mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Pacific Funds Lagged Returns

When evaluating Pacific Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacific Funds mutual fund have on its future price. Pacific Funds 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, Pacific Funds autocorrelation shows the relationship between Pacific Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pacific Funds Portfolio.
   Regressed Prices   
       Timeline  

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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 Pacific Mutual Fund

Pacific Funds financial ratios help investors to determine whether Pacific 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 Pacific with respect to the benefits of owning Pacific Funds security.
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