Pimco Municipal Income Market Value
| PMXDelisted Fund | USD 7.12 0.00 0.00% |
| Symbol | PIMCO |
Pimco Municipal '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 Pimco Municipal's 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 Pimco Municipal.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Pimco Municipal on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Municipal Income or generate 0.0% return on investment in Pimco Municipal over 90 days. Pimco Municipal is related to or competes with Pimco Municipal, Pimco Municipal, Pimco California, Pimco New, and Pimco California. PIMCO Municipal Income Fund III is a closed-ended fixed income mutual fund launched and managed by Pacific Investment Ma... More
Pimco Municipal 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 Pimco Municipal's 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 Pimco Municipal Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.63 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.25 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.06 |
Pimco Municipal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Municipal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Municipal's standard deviation. In reality, there are many statistical measures that can use Pimco Municipal historical prices to predict the future Pimco Municipal's volatility.| Risk Adjusted Performance | 0.0503 | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 3.25 |
Pimco Municipal Income Backtested Returns
At this stage we consider PIMCO Fund to be not too volatile. Pimco Municipal Income maintains Sharpe Ratio (i.e., Efficiency) of 0.0562, which implies the entity had a 0.0562 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Pimco Municipal Income, which you can use to evaluate the volatility of the fund. Please check Pimco Municipal's Coefficient Of Variation of 1618.37, semi deviation of 0.5159, and Risk Adjusted Performance of 0.0503 to confirm if the risk estimate we provide is consistent with the expected return of 0.0584%. The fund holds a Beta of 0.0157, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pimco Municipal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco Municipal is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Pimco Municipal Income has insignificant predictability. Overlapping area represents the amount of predictability between Pimco Municipal time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 Pimco Municipal Income price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Pimco Municipal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Pimco Municipal Income lagged returns against current returns
Autocorrelation, which is Pimco Municipal 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 Pimco Municipal's fund expected returns. We can calculate the autocorrelation of Pimco Municipal returns to help us make a trade decision. For example, suppose you find that Pimco Municipal has exhibited high autocorrelation historically, and you observe that the 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 |
Pimco Municipal 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 Pimco Municipal fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pimco Municipal fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pimco Municipal fund over time.
Current vs Lagged Prices |
| Timeline |
Pimco Municipal Lagged Returns
When evaluating Pimco Municipal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pimco Municipal fund have on its future price. Pimco Municipal 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, Pimco Municipal autocorrelation shows the relationship between Pimco Municipal fund current value and its past values and can show if there is a momentum factor associated with investing in Pimco Municipal 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.Check out Pimco Municipal Correlation, Pimco Municipal Volatility and Pimco Municipal Alpha and Beta module to complement your research on Pimco Municipal. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Other Consideration for investing in PIMCO Fund
If you are still planning to invest in Pimco Municipal Income check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Pimco Municipal's history and understand the potential risks before investing.
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