Allianzgi Convertible Income Fund Technical Analysis
| NCV Fund | USD 15.88 0.09 0.57% |
As of the 23rd of January, Allianzgi Convertible shows the Mean Deviation of 0.6802, downside deviation of 0.8898, and Risk Adjusted Performance of 0.0832. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Allianzgi Convertible, as well as the relationship between them. Please confirm Allianzgi Convertible coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and semi variance to decide if Allianzgi Convertible is priced correctly, providing market reflects its regular price of 15.88 per share.
Allianzgi Convertible Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Allianzgi, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AllianzgiAllianzgi |
Allianzgi Convertible '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 Allianzgi Convertible'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 Allianzgi Convertible.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Allianzgi Convertible on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzgi Convertible Income or generate 0.0% return on investment in Allianzgi Convertible over 90 days. Allianzgi Convertible is related to or competes with Pimco Strategic, Nuveen New, Pimco Income, Wasatch Micro, Highland Opportunities, Allianzgi Diversified, and Saba Capital. Virtus Convertible Income Fund is a closed ended fixed income mutual fund launched and managed by Allianz Global Investo... More
Allianzgi Convertible 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 Allianzgi Convertible'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 Allianzgi Convertible Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8898 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.48 |
Allianzgi Convertible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianzgi Convertible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianzgi Convertible's standard deviation. In reality, there are many statistical measures that can use Allianzgi Convertible historical prices to predict the future Allianzgi Convertible's volatility.| Risk Adjusted Performance | 0.0832 | |||
| Jensen Alpha | 0.0208 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.125 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allianzgi Convertible'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.
Allianzgi Convertible January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0832 | |||
| Market Risk Adjusted Performance | 0.135 | |||
| Mean Deviation | 0.6802 | |||
| Semi Deviation | 0.7533 | |||
| Downside Deviation | 0.8898 | |||
| Coefficient Of Variation | 901.54 | |||
| Standard Deviation | 0.8475 | |||
| Variance | 0.7182 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0208 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.125 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 0.7917 | |||
| Semi Variance | 0.5674 | |||
| Expected Short fall | (0.70) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.20) |
Allianzgi Convertible Backtested Returns
At this stage we consider Allianzgi Fund to be very steady. Allianzgi Convertible secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Allianzgi Convertible Income, which you can use to evaluate the volatility of the entity. Please confirm Allianzgi Convertible's Mean Deviation of 0.6802, risk adjusted performance of 0.0832, and Downside Deviation of 0.8898 to double-check if the risk estimate we provide is consistent with the expected return of 0.093%. The fund shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allianzgi Convertible's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianzgi Convertible is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Allianzgi Convertible Income has insignificant reverse predictability. Overlapping area represents the amount of predictability between Allianzgi Convertible time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Allianzgi Convertible price movement. The serial correlation of -0.18 indicates that over 18.0% of current Allianzgi Convertible price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Allianzgi Convertible technical fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Allianzgi Convertible Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Allianzgi Convertible volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Allianzgi Convertible Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Allianzgi Convertible Income on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Allianzgi Convertible Income based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Allianzgi Convertible price pattern first instead of the macroeconomic environment surrounding Allianzgi Convertible. By analyzing Allianzgi Convertible's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Allianzgi Convertible's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Allianzgi Convertible specific price patterns or momentum indicators. Please read more on our technical analysis page.
Allianzgi Convertible January 23, 2026 Technical Indicators
Most technical analysis of Allianzgi help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Allianzgi from various momentum indicators to cycle indicators. When you analyze Allianzgi charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0832 | |||
| Market Risk Adjusted Performance | 0.135 | |||
| Mean Deviation | 0.6802 | |||
| Semi Deviation | 0.7533 | |||
| Downside Deviation | 0.8898 | |||
| Coefficient Of Variation | 901.54 | |||
| Standard Deviation | 0.8475 | |||
| Variance | 0.7182 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0208 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.125 | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 0.7917 | |||
| Semi Variance | 0.5674 | |||
| Expected Short fall | (0.70) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.20) |
Allianzgi Convertible January 23, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Allianzgi stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 1,236 | ||
| Daily Balance Of Power | 0.60 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 15.90 | ||
| Day Typical Price | 15.89 | ||
| Price Action Indicator | 0.03 |
Other Information on Investing in Allianzgi Fund
Allianzgi Convertible financial ratios help investors to determine whether Allianzgi 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 Allianzgi with respect to the benefits of owning Allianzgi Convertible security.
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