PIMCO RAFI Buy or Sell Recommendation

Macroaxis provides PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding PIMCO RAFI positions. The advice algorithm takes into account all of PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from PIMCO RAFI buy-and-hold prospective. Please see also PIMCO RAFI Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF -- USA Etf  

USD 27.05  0.05  0.19%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF is 'Cautious Hold'.
For the selected time horizon PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF has a mean deviation of 0.6801, semi deviation of 1.09, standard deviation of 0.9685, variance of 0.9381, downside variance of 1.67 and semi variance of 1.19
Macroaxis recommendation module can be used to complement current analysts and expert consensus on PIMCO RAFI. Our advice engine exercises analyzes the etf potential to grow using all fundamental data market data available now. Please check PIMCO RAFI Dyn Number of Employees and Bond Positions Weight to decide if your PIMCO RAFI Dyn buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.053491Value At Risk1.4
Potential Upside1.64Standard Deviation0.97
 Return Density 


Alpha over DOW
Beta against DOW=0.57
Overall volatility
Information ratio =0.12

PIMCO RAFI Volatility Alert

PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF has relatively low volatility with skewness of -0.34 and kurtosis of 0.66. However, we advise all investors to independently investigate PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
 Better Than Average     
 Worse Than Average Compare PIMCO RAFI to competition
FundamentalsPIMCO RAFIPeer Average
Net Asset392.77 M888.73 M
Equity Positions Weight92.56 % 49.22 %
Bond Positions Weight3.22 % 8.08 %
Cautious Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0603
Market Risk Adjusted Performance0.065781
Mean Deviation0.6801
Semi Deviation1.09
Downside Deviation1.29
Coefficient Of Variation1810.67
Standard Deviation0.9685
Information Ratio0.1169
Jensen Alpha0.0035
Total Risk Alpha0.1039
Sortino Ratio0.0876
Treynor Ratio0.075781
Maximum Drawdown3.9
Value At Risk1.40
Potential Upside1.64
Downside Variance1.67
Semi Variance1.19
Expected Short fall0.58