PIMCO 1 Alpha and Beta Analysis Overview

STPZ -- USA Etf  

USD 51.23  0.01  0.0195%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO 1 Market Premiums

α0.04β0.041
30 days against DJI
Risk Adjusted Performance  

0.21

Jensen Alpha  

0.036958

Total Risk Alpha  

0.06

Sortino Ratio  

0.0

Treynor Ratio  

4.45

PIMCO 1 expected buy-and-hold returns

PIMCO 1 Market Price Analysis

PIMCO 1 Return and Market Media

The median price of PIMCO 1 for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 51.37 with a coefficient of variation of 0.22. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 51.37, and mean deviation of 0.1. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - STPZ

PIMCO 1 5 Investor Sentiment

Most of Macroaxis users are at this time bullish on PIMCO 1 5 Year US TIPS ETF. What is your perspective on investing in PIMCO 1 5 Year US TIPS ETF? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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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. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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