PIMCO Foreign Alpha and Beta Analysis Overview

PFUAX -- USA Fund  

USD 9.74  0.04  0.41%

This module allows you to check different measures of market premium for PIMCO Foreign Bond A as well as systematic risk associated with investing in PIMCO Foreign over a specified time horizon. Additionally take a look at PIMCO Foreign Backtesting, Portfolio Optimization, PIMCO Foreign Correlation, PIMCO Foreign Hype Analysis, PIMCO Foreign Volatility, PIMCO Foreign History and analyze PIMCO Foreign Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO Foreign Market Premiums

α0.003118β0.13
30 days against DJI
Risk Adjusted Performance  

0.0246

Jensen Alpha  

0.026027

Total Risk Alpha  

0.07

Sortino Ratio  

0.15

Treynor Ratio  

0.0322

PIMCO Foreign expected buy-and-hold returns

PIMCO Foreign Market Price Analysis

PIMCO Foreign Return and Market Media

The median price of PIMCO Foreign for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 9.71 with a coefficient of variation of 0.46. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 9.71, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - PFUAX

PIMCO Foreign Bond Investor Sentiment

Most of Macroaxis users are at this time bullish on PIMCO Foreign Bond A. What is your perspective on investing in PIMCO Foreign Bond A? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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