PIMCO RAFI Alpha and Beta Analysis

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

USD 26.39  0.40  1.54%

This module allows you to check different measures of market premium for PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF as well as systematic risk associated with investing in PIMCO RAFI over a specified time horizon. Please see also PIMCO RAFI Backtesting, Portfolio Optimization, PIMCO RAFI Correlation, PIMCO RAFI Hype Analysis, PIMCO RAFI Volatility, PIMCO RAFI History and analyze PIMCO RAFI Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO RAFI Market Premiums

α0.06β0.08
30 days against DJI
Risk Adjusted Performance  

0.14

Jensen Alpha  

0.097391

Total Risk Alpha  

0.076002

Sortino Ratio  

0.0

Treynor Ratio  

0.89

PIMCO RAFI expected buy-and-hold returns

PIMCO RAFI Market Price Analysis

PIMCO RAFI Return and Market Media

The median price of PIMCO RAFI for the period between Tue, Feb 20, 2018 and Sat, Apr 21, 2018 is 26.57 with a coefficient of variation of 1.64. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 26.57, and mean deviation of 0.37. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Pimco Sells Australia Banks, Property Bonds as Risks Climb03/14/2018

Current Sentiment - MFEM

PIMCO RAFI Dyn Investor Sentiment
Most of Macroaxis users are now bullish on PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF. What is your perspective on investing in PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Please see also PIMCO RAFI Backtesting, Portfolio Optimization, PIMCO RAFI Correlation, PIMCO RAFI Hype Analysis, PIMCO RAFI Volatility, PIMCO RAFI History and analyze PIMCO RAFI Performance. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.