PIMCO RAFI Alpha and Beta Analysis Overview

MFEM -- USA Etf  

USD 22.81  0.20  0.87%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO RAFI Market Premiums

α0.08β0.46
30 days against DJI
Risk Adjusted Performance  

0.16

Jensen Alpha  

0.19

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

1.25

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, Sep 18, 2018 and Thu, Oct 18, 2018 is 23.3055 with a coefficient of variation of 69.97. The daily time series for the period is distributed with a sample standard deviation of 11.35, arithmetic mean of 16.22, and mean deviation of 10.32. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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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Bearish
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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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