PIMCO Equitiy Alpha and Beta Analysis

PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity -- USA Etf  

USD 27.42  0.0025  0.0091%

This module allows you to check different measures of market premium for PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity as well as systematic risk associated with investing in PIMCO Equitiy over a specified time horizon. Please see also PIMCO Equitiy Backtesting, Portfolio Optimization, PIMCO Equitiy Correlation, PIMCO Equitiy Hype Analysis, PIMCO Equitiy Volatility, PIMCO Equitiy History and analyze PIMCO Equitiy Performance
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO Equitiy Market Premiums

α (average alpha)=0.45    β (beta)=0.38    
30 days against DJI
Risk Adjusted Performance  0.2697Jensen Alpha  0.4593Total Risk Alpha  (0.024246)Sortino Ratio  0.0Treynor Ratio  (0.59)

PIMCO Equitiy expected buy-and-hold returns

   

PIMCO Equitiy Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

PIMCO Equitiy Return and Market Media

The median price of PIMCO Equitiy for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 26.792 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 26.49, and mean deviation of 0.66. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
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PIMCO Equitiy Series PIMCO RAFI Dynamic Multi-Factor Emergin...01/12/2018