Pfg Global Equity Fund Market Value
| PFSGX Fund | 11.84 0.07 0.59% |
| Symbol | Pfg |
Pfg 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 Pfg 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 Pfg Global.
| 04/06/2025 |
| 07/05/2025 |
If you would invest 0.00 in Pfg Global on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding Pfg Global Equity or generate 0.0% return on investment in Pfg Global over 90 days. Pfg Global is related to or competes with Riskproreg Pfg, Pfg American, Pfg Br, Riskproreg; Dynamic, Pfg American, Pfg Fidelity, and Pfg Fidelity. The fund, under normal circumstances, will invest at least 80 percent of its assets in mutual funds and ETFs that are pa... More
Pfg 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 Pfg 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 Pfg Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0444 | |||
| Maximum Drawdown | 11.74 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 2.12 |
Pfg Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pfg Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pfg Global's standard deviation. In reality, there are many statistical measures that can use Pfg Global historical prices to predict the future Pfg Global's volatility.| Risk Adjusted Performance | 0.1823 | |||
| Jensen Alpha | 0.0759 | |||
| Total Risk Alpha | 0.0719 | |||
| Sortino Ratio | 0.0389 | |||
| Treynor Ratio | 0.1792 |
Pfg Global Equity Backtested Returns
Pfg Global appears to be not too volatile, given 3 months investment horizon. Pfg Global Equity maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the entity had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pfg Global Equity, which you can use to evaluate the volatility of the fund. Please evaluate Pfg Global's Coefficient Of Variation of 895.62, semi deviation of 1.51, and Risk Adjusted Performance of 0.1823 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.98, which implies possible diversification benefits within a given portfolio. Pfg Global returns are very sensitive to returns on the market. As the market goes up or down, Pfg Global is expected to follow.
Auto-correlation | 0.87 |
Very good predictability
Pfg Global Equity has very good predictability. Overlapping area represents the amount of predictability between Pfg Global time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 Pfg Global Equity price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Pfg Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Pfg Global Equity lagged returns against current returns
Autocorrelation, which is Pfg 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 Pfg Global's mutual fund expected returns. We can calculate the autocorrelation of Pfg Global returns to help us make a trade decision. For example, suppose you find that Pfg 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 |
Pfg 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 Pfg Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pfg 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 Pfg Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pfg Global Lagged Returns
When evaluating Pfg Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pfg Global mutual fund have on its future price. Pfg 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, Pfg Global autocorrelation shows the relationship between Pfg Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pfg Global Equity.
Regressed Prices |
| Timeline |
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Other Information on Investing in Pfg Mutual Fund
Pfg Global financial ratios help investors to determine whether Pfg 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 Pfg with respect to the benefits of owning Pfg Global security.
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