PIMCO Rae Mutual Fund Forward View - Simple Moving Average
| PXTNX Fund | USD 21.64 -0.36 -1.64% |
PIMCO Rae Plus's Simple Moving Average reference page summarizes the forecasted price and model accuracy metrics derived from daily trading data. This reference information is provided for analytical context.
The Simple Moving Average forecasted value of PIMCO Rae Plus on the next trading day is expected to be 21.64 with a mean absolute deviation of 0.15 and the sum of the absolute errors of 9.11.The simple moving average model is conceptually a linear regression of the current value of PIMCO Rae Plus price series against current and previous (unobserved) value of PIMCO Rae. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future This Simple Moving Average forecast data for PIMCO Rae Plus is sourced from the most recent available trading data and is intended solely as reference information. Simple Moving Average Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Moving Average forecasted value of PIMCO Rae Plus on the next trading day is expected to be 21.64 with a mean absolute deviation of 0.15 , mean absolute percentage error of 0.04 , and the sum of the absolute errors of 9.11 .Please note that although there have been many attempts to predict PIMCO Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that PIMCO Rae's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
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Forecasted Value
Forecasting PIMCO Rae Plus for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. The projected forecast band currently runs from roughly 20.73 on the downside to about 22.55 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of PIMCO Rae mutual fund data series using in forecasting. Note that when a statistical model is used to represent PIMCO Rae mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 111.2639 |
| Bias | Arithmetic mean of the errors | -0.0055 |
| MAD | Mean absolute deviation | 0.1543 |
| MAPE | Mean absolute percentage error | 0.0069 |
| SAE | Sum of the absolute errors | 9.105 |
Other Forecasting Options for PIMCO Rae
The movement of PIMCO price is the central consideration for investors deciding whether to enter or hold a position. Noise in PIMCO Mutual Fund price charts can make it difficult to distinguish meaningful trends from random fluctuations.PIMCO Rae Related Equities
The following equities are related to PIMCO Rae within the Large Value space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing PIMCO Rae against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
PIMCO Rae Market Strength Events
Investors use market strength indicators for PIMCO Rae to evaluate how the mutual fund performs relative to broader market trends. These indicators support more precise timing of PIMCO Rae Plus positions, helping investors maximize return and minimize poorly-timed trades.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 21.64 | |||
| Day Typical Price | 21.64 | |||
| Price Action Indicator | -0.18 | |||
| Period Momentum Indicator | -0.36 | |||
| Relative Strength Index | 42.3 |
PIMCO Rae Risk Indicators
A careful analysis of PIMCO Rae's basic risk indicators provides context for understanding the risk environment surrounding pimco mutual fund. This understanding is an essential input for forecasting PIMCO Rae's future price and for deciding how to manage the associated investment risk.
| Mean Deviation | 0.6583 | |||
| Semi Deviation | 0.8586 | |||
| Standard Deviation | 0.8909 | |||
| Variance | 0.7937 | |||
| Downside Variance | 0.8115 | |||
| Semi Variance | 0.7372 | |||
| Expected Short fall | -0.73 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for PIMCO Rae
Coverage intensity for PIMCO Rae Plus matters because narrative visibility can influence sentiment, participation, and volatility around the name. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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