Payden Floating Rate Fund Technical Analysis
| PYBLX Fund | 9.55 -0.01 -0.10% |
As of the 27th of March, Payden Floating is valued at 9.55 per share. Indicator levels currently stand at Risk Adjusted Performance of -0.07, semi deviation of 0.0736, and Coefficient Of Variation of 198689.74. Historical price dispersion and volume trends are incorporated into the evaluation. Values are analyzed in relation to historical volatility thresholds.
Payden Floating Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Payden, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PaydenPayden |
What-If Analysis
Backtesting a what-if scenario on Payden Floating Rate shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. Used properly, this review provides context for deciding whether Payden Floating's historical reward profile was stable enough to support the current thesis.
| 12/27/2025 |
| 03/27/2026 |
Opening a 0.00 position in Payden Floating on December 27, 2025 and holding to today would generate 0.00 in net gains. The outcome is a 0.0% net return in Payden Floating in total over the 90 day interval. The dataset reflects price and volume inputs from market records. Comparable fund peers for Payden Floating include AB BOND, AQR MANAGED, AB BOND, ABBEY CAPITAL, Guggenheim Managed, NATIONWIDE INFLATION-PROTEC, and Lincoln Inflation. More
Payden Floating Upside and Downside Indicators Dashboard
Recent price range behavior for Payden Floating is summarized through upside and downside momentum indicators. The information reflects available price and trading data.
| Downside Deviation | 0.1233 | |||
| Information Ratio | 0.6517 | |||
| Maximum Drawdown | 0.5248 | |||
| Value At Risk | -0.11 | |||
| Potential Upside | 0.2094 |
Volatility and Risk Indicators for Payden Floating Summary
The risk context for Payden Floating is expressed through volatility and drawdown-related metrics. The figures are grounded in exchange-reported price and volume records.| Risk Adjusted Performance | -0.07 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0005 | |||
| Sortino Ratio | 0.541 | |||
| Treynor Ratio | -0.26 |
Statistical evidence for mean reversion in Payden Floating's can be observed through its tendency to revert after extreme valuations. Investors who believe in mean reversion view Payden Floating's price extremes as temporary dislocations that may self-correct. Valuation-driven investors use mean reversion to time Payden Floating's investments around historical valuation multiples. Historical data for Payden Floating shows that extreme valuations have tended to normalize over multi-year periods.
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 | -0.07 | |||
| Market Risk Adjusted Performance | -0.25 | |||
| Mean Deviation | 0.0667 | |||
| Semi Deviation | 0.0736 | |||
| Downside Deviation | 0.1233 | |||
| Coefficient Of Variation | 198689.74 | |||
| Standard Deviation | 0.1023 | |||
| Variance | 0.0105 | |||
| Information Ratio | 0.6517 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0005 | |||
| Sortino Ratio | 0.541 | |||
| Treynor Ratio | -0.26 | |||
| Maximum Drawdown | 0.5248 | |||
| Value At Risk | -0.11 | |||
| Potential Upside | 0.2094 | |||
| Downside Variance | 0.0152 | |||
| Semi Variance | 0.0054 | |||
| Expected Short fall | -0.15 | |||
| Skewness | 0.8271 | |||
| Kurtosis | 1.59 |
Payden Floating Rate Backtested Returns
Payden Floating demonstrates a very low volatility profile under current market conditions. It maintains a Sharpe Ratio (Efficiency) of -0.0157, representing negative adjusted performance consistency. We identified twenty-seven technical indicators influencing the company's volatility profile. Please assess metrics such as risk-adjusted performance of -0.07, semi deviation of 0.0736, and Coefficient Of Variation of 198689.74 to confirm statistical stability. The fund retains a beta of 0.0389, which implies very low measured sensitivity to broad market movements. As returns on the market increase, Payden Floating's returns are expected to increase less than the market. However, during a bear market, the loss from holding Payden Floating is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
The autocorrelation profile for Payden Floating Rate registers modest reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Payden Floating Rate's near-term price behavior. A serial correlation of -0.47 indicates that about 47.0% of current Payden Floating price fluctuations can be explained by its historical price movements. Given that Payden Floating Rate has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
This section evaluates Payden Floating through observed price and volume patterns. Key inputs include moving averages and strength indicators.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Payden Floating Rate volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Payden Floating focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Range expansion increases sensitivity to execution and spread conditions.
Inputs for Payden Floating Rate come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Some fields can appear with publication lag.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardPayden Floating Technical Indicators
Investors following Payden Floating Rate often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | -0.25 | |||
| Mean Deviation | 0.0667 | |||
| Semi Deviation | 0.0736 | |||
| Downside Deviation | 0.1233 | |||
| Coefficient Of Variation | 198689.74 | |||
| Standard Deviation | 0.1023 | |||
| Variance | 0.0105 | |||
| Information Ratio | 0.6517 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0005 | |||
| Sortino Ratio | 0.541 | |||
| Treynor Ratio | -0.26 | |||
| Maximum Drawdown | 0.5248 | |||
| Value At Risk | -0.11 | |||
| Potential Upside | 0.2094 | |||
| Downside Variance | 0.0152 | |||
| Semi Variance | 0.0054 | |||
| Expected Short fall | -0.15 | |||
| Skewness | 0.8271 | |||
| Kurtosis | 1.59 |
March 27, 2026 Daily Trend Indicators
Investors following Payden Floating Rate often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.55 | ||
| Day Typical Price | 9.55 | ||
| Price Action Indicator | 0.00 |