PIMCO RAFI Alpha and Beta Analysis Overview

MFEM -- USA Etf  

USD 24.26  0.02  0.08%

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

α0.08β0.37
30 days against DJI
Risk Adjusted Performance  

0.09

Jensen Alpha  

0.24

Total Risk Alpha  

0.41

Sortino Ratio  

0.0

Treynor Ratio  

0.44

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 Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 24.24 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 24.23, and mean deviation of 0.35. 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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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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.