Pimco Rafi Dynamic Etf Market Value
| MFUS Etf | USD 60.30 0.46 0.76% |
| Symbol | PIMCO |
PIMCO RAFI Dynamic's market price often diverges from its book value, the accounting figure shown on PIMCO's balance sheet. Smart investors calculate PIMCO RAFI's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since PIMCO RAFI's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Understanding that PIMCO RAFI's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether PIMCO RAFI represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. However, PIMCO RAFI's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
PIMCO RAFI 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to PIMCO RAFI's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of PIMCO RAFI.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in PIMCO RAFI on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding PIMCO RAFI Dynamic or generate 0.0% return on investment in PIMCO RAFI over 90 days. PIMCO RAFI is related to or competes with Capital Group, Dimensional ETF, John Hancock, Fidelity Covington, Vanguard Materials, JPMorgan BetaBuilders, and WisdomTree Japan. The fund seeks to achieve its investment objective by investing at least 80 percent of its total assets in the component... More
PIMCO RAFI Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure PIMCO RAFI's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess PIMCO RAFI Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7054 | |||
| Information Ratio | 0.0572 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.11 |
PIMCO RAFI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO RAFI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PIMCO RAFI's standard deviation. In reality, there are many statistical measures that can use PIMCO RAFI historical prices to predict the future PIMCO RAFI's volatility.| Risk Adjusted Performance | 0.1617 | |||
| Jensen Alpha | 0.1273 | |||
| Total Risk Alpha | 0.0512 | |||
| Sortino Ratio | 0.0565 | |||
| Treynor Ratio | 2.09 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PIMCO RAFI's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
PIMCO RAFI February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1617 | |||
| Market Risk Adjusted Performance | 2.1 | |||
| Mean Deviation | 0.5251 | |||
| Semi Deviation | 0.4595 | |||
| Downside Deviation | 0.7054 | |||
| Coefficient Of Variation | 486.04 | |||
| Standard Deviation | 0.6961 | |||
| Variance | 0.4846 | |||
| Information Ratio | 0.0572 | |||
| Jensen Alpha | 0.1273 | |||
| Total Risk Alpha | 0.0512 | |||
| Sortino Ratio | 0.0565 | |||
| Treynor Ratio | 2.09 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 0.4976 | |||
| Semi Variance | 0.2112 | |||
| Expected Short fall | (0.59) | |||
| Skewness | 0.1201 | |||
| Kurtosis | 1.02 |
PIMCO RAFI Dynamic Backtested Returns
Currently, PIMCO RAFI Dynamic is very steady. PIMCO RAFI Dynamic maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the entity had a 0.21 % return per unit of volatility over the last 3 months. We have found twenty-eight 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 0.4595, and Risk Adjusted Performance of 0.1617 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The etf holds a Beta of 0.0636, which implies not very significant fluctuations relative to the market. As returns on the market increase, PIMCO RAFI's returns are expected to increase less than the market. However, during the bear market, the loss of holding PIMCO RAFI is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
PIMCO RAFI Dynamic has good predictability. Overlapping area represents the amount of predictability between PIMCO RAFI time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PIMCO RAFI Dynamic price movement. The serial correlation of 0.78 indicates that around 78.0% of current PIMCO RAFI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
Thematic Opportunities
Explore Investment Opportunities
Check out PIMCO RAFI Correlation, PIMCO RAFI Volatility and PIMCO RAFI Performance module to complement your research on PIMCO RAFI. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
PIMCO RAFI technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.