PIMCO Equitiy Risk Analysis And Volatility

MFEM -- USA Etf  

USD 24.46  0.01  0.0409%

We consider PIMCO Equitiy very steady. PIMCO Equitiy Series maintains Sharpe Ratio (i.e. Efficiency) of 0.1169 which implies the entity had 0.1169% of return per unit of volatility over the last 3 months. Our approach towards forecasting volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for PIMCO Equitiy Series which you can use to evaluate future volatility of the etf. Please check PIMCO Equitiy Series Risk Adjusted Performance of 0.0645 and Semi Deviation of 0.5886 to confirm if risk estimate we provide are consistent with the epected return of 0.0776%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

PIMCO Equitiy Market Sensitivity

As returns on market increase, PIMCO Equitiy returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO Equitiy will be expected to be smaller as well.
3 Months Beta |Analyze PIMCO Equitiy Series Demand Trend
Check current 30 days PIMCO Equitiy correlation with market (DOW)
β = 0.7659

PIMCO Equitiy Central Daily Price Deviation

PIMCO Equitiy Series Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. PIMCO Equitiy Series Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

PIMCO Equitiy Projected Return Density Against Market

Given the investment horizon of 30 days, PIMCO Equitiy has beta of 0.7659 indicating as returns on market go up, PIMCO Equitiy average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PIMCO Equitiy Series PIMCO RAFI will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0266 implying that it can potentially generate 0.0266% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of PIMCO Equitiy is 855.1. The daily returns are destributed with a variance of 0.44 and standard deviation of 0.66. The mean deviation of PIMCO Equitiy Series PIMCO RAFI is currently at 0.52. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.0266
β
Beta against DOW=0.77
σ
Overall volatility
=0.66
Ir
Information ratio =0.0244

PIMCO Equitiy Return Volatility

the ETF firm inherits 0.6636% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.6048% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

PIMCO Equitiy Investment Opportunity

PIMCO Equitiy Series PIMCO RAFI has a volatility of 0.66 and is 1.1 times more volatile than DOW. of all equities and portfolios are less risky than PIMCO Equitiy. Compared to the overall equity markets, volatility of historical daily returns of PIMCO Equitiy Series PIMCO RAFI is lower than 5 () of all global equities and portfolios over the last 30 days. Use PIMCO Equitiy Series PIMCO RAFI to protect your portfolios against small markets fluctuations. The etf experiences normal downward trend and little activity. Check odds of PIMCO Equitiy to be traded at $24.22 in 30 days. . As returns on market increase, PIMCO Equitiy returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO Equitiy will be expected to be smaller as well.

PIMCO Equitiy correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO Equitiy Series PIMCO RAF and equity matching DJI index in the same portfolio.

PIMCO Equitiy Current Risk Indicators

PIMCO Equitiy Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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