Allianz Global Investors Fund Market Value
| AVSCX Fund | USD 10.79 0.26 2.47% |
| Symbol | Allianz |
Allianz Global '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 Allianz Global'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 Allianz Global.
| 05/04/2025 |
| 08/02/2025 |
If you would invest 0.00 in Allianz Global on May 4, 2025 and sell it all today you would earn a total of 0.00 from holding Allianz Global Investors or generate 0.0% return on investment in Allianz Global over 90 days. Allianz Global is related to or competes with Allianzgi Nfj, Allianzgi Nfj, Allianzgi Short, Allianzgi Emerging, Allianzgi Focused, and Allianzgi Global. The fund invests primarily in a diverse group of U.S More
Allianz Global 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 Allianz Global'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 Allianz Global Investors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0719 | |||
| Maximum Drawdown | 6.56 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.31 |
Allianz Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianz Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianz Global's standard deviation. In reality, there are many statistical measures that can use Allianz Global historical prices to predict the future Allianz Global's volatility.| Risk Adjusted Performance | 0.134 | |||
| Jensen Alpha | 0.2022 | |||
| Total Risk Alpha | 0.0316 | |||
| Sortino Ratio | 0.0788 | |||
| Treynor Ratio | (1.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allianz Global's 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.
Allianz Global Investors Backtested Returns
At this stage we consider Allianz Mutual Fund to be not too volatile. Allianz Global Investors secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Allianz Global Investors, which you can use to evaluate the volatility of the entity. Please confirm Allianz Global's Downside Deviation of 1.1, mean deviation of 0.9256, and Risk Adjusted Performance of 0.134 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Allianz Global are expected to decrease at a much lower rate. During the bear market, Allianz Global is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Allianz Global Investors has good predictability. Overlapping area represents the amount of predictability between Allianz Global time series from 4th of May 2025 to 18th of June 2025 and 18th of June 2025 to 2nd of August 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 Allianz Global Investors price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Allianz Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Allianz Global Investors lagged returns against current returns
Autocorrelation, which is Allianz Global 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 Allianz Global's mutual fund expected returns. We can calculate the autocorrelation of Allianz Global returns to help us make a trade decision. For example, suppose you find that Allianz Global 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 |
Allianz Global 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 Allianz Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Allianz Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Allianz Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Allianz Global Lagged Returns
When evaluating Allianz Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Allianz Global mutual fund have on its future price. Allianz Global 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, Allianz Global autocorrelation shows the relationship between Allianz Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Allianz Global Investors.
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 Allianz Mutual Fund
Allianz Global financial ratios help investors to determine whether Allianz 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 Allianz with respect to the benefits of owning Allianz Global security.
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