PIMCO 1 Alpha and Beta Analysis

PIMCO 1 5 Year US TIPS ETF -- USA Etf  

USD 51.92  0.02  0.0385%

This module allows you to check different measures of market premium for PIMCO 1 5 Year US TIPS ETF as well as systematic risk associated with investing in PIMCO 1 over a specified time horizon. Also please take a look at PIMCO 1 Backtesting, Portfolio Optimization, PIMCO 1 Correlation, PIMCO 1 Hype Analysis, PIMCO 1 Volatility, PIMCO 1 History and analyze PIMCO 1 Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

PIMCO 1 Market Premiums

α (average alpha)=0.022517    β (beta)=0.08    
30 days against DJI
Risk Adjusted Performance  (0.035146)Jensen Alpha  (0.010889)Total Risk Alpha  (0.036473)Sortino Ratio  (4.6)Treynor Ratio  (0.31)

PIMCO 1 expected buy-and-hold returns


PIMCO 1 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 1 Return and Market Media

The median price of PIMCO 1 for the period between Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 51.91 with a coefficient of variation of 0.08. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 51.9, and mean deviation of 0.04. The Etf received some media coverage during the period.
Price Growth (%)  
PIMCO 1-5 Year US TIPS ETF Declines 0.02 percent for Jan 501/05/2018