Pimco Rafi Dynamic Etf Price on December 10, 2019
If you're considering investing in PIMCO Etf, it is important to understand the factors that can impact its price. We consider PIMCO RAFI very steady. PIMCO RAFI Dynamic maintains Sharpe Ratio (i.e., Efficiency) of 0.0869, which implies the entity had a 0.0869% return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for PIMCO RAFI Dynamic, which you can use to evaluate the volatility of the etf. Please check PIMCO RAFI's semi deviation of 0.7117, and Risk Adjusted Performance of 0.0553 to confirm if the risk estimate we provide is consistent with the expected return of 0.0648%.
PIMCO Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
PIMCO |
Sharpe Ratio = 0.0869
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | MFEM | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average PIMCO RAFI is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PIMCO RAFI by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
PIMCO RAFI Period Price Range
PIMCO RAFI April 23, 2024 Market Strength
Market strength indicators help investors to evaluate how PIMCO RAFI etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PIMCO RAFI shares will generate the highest return on investment. By undertsting and applying PIMCO RAFI etf market strength indicators, traders can identify PIMCO RAFI Dynamic entry and exit signals to maximize returns
PIMCO RAFI Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for PIMCO RAFI's price direction in advance. Along with the technical and fundamental analysis of PIMCO Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of PIMCO to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0553 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0631 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in income. Note that the PIMCO RAFI Dynamic information on this page should be used as a complementary analysis to other PIMCO RAFI's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Other Tools for PIMCO Etf
When running PIMCO RAFI's price analysis, check to measure PIMCO RAFI's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PIMCO RAFI is operating at the current time. Most of PIMCO RAFI's value examination focuses on studying past and present price action to predict the probability of PIMCO RAFI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PIMCO RAFI's price. Additionally, you may evaluate how the addition of PIMCO RAFI to your portfolios can decrease your overall portfolio volatility.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |