Pimco Etf Alpha and Beta Analysis
| AUD Etf | USD 0.09 0.02 14.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PIMCO. It also helps investors analyze the systematic and unsystematic risks associated with investing in PIMCO over a specified time horizon. Remember, high PIMCO's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to PIMCO's market risk premium analysis include:
Beta (2.12) | Alpha (0.92) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
PIMCO |
PIMCO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PIMCO market risk premium is the additional return an investor will receive from holding PIMCO long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in PIMCO. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate PIMCO's performance over market.| α | -0.92 | β | -2.12 |
PIMCO Fundamentals Vs Peers
Comparing PIMCO's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze PIMCO's direct or indirect competition across all of the common fundamentals between PIMCO and the related equities. This way, we can detect undervalued stocks with similar characteristics as PIMCO or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of PIMCO's fundamental indicators could also be used in its relative valuation, which is a method of valuing PIMCO by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare PIMCO to competition |
| Fundamentals | PIMCO | Peer Average |
| Price To Earning | 11.57 X | 3.15 X |
| Price To Book | 0.07 X | 0.39 X |
| Price To Sales | 0.03 X | 0.33 X |
| Beta | 1.54 | |
| Annual Yield | 0.01 % | 0.28 % |
| Year To Date Return | 11.44 % | (2.35) % |
| One Year Return | 9.57 % | (0.97) % |
PIMCO Opportunities
PIMCO Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Richard Schmaeling of 210000 shares of Audacy subject to Rule 16b-3 | 02/24/2023 |
2 | Payment of 53355 shares by Richard Schmaeling of Audacy subject to Rule 16b-3 | 04/04/2023 |
3 | Payment of 9279 shares by Richard Schmaeling of Audacy subject to Rule 16b-3 | 05/01/2023 |
4 | Acquisition by Wolf Michael J of 3302 shares of Audacy subject to Rule 16b-3 | 05/15/2023 |
5 | Acquisition by David Field of 125000 shares of PIMCO subject to Rule 16b-3 | 11/22/2024 |
About PIMCO Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including PIMCO or other etfs. Alpha measures the amount that position in PIMCO has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
PIMCO Upcoming Company Events
As portrayed in its financial statements, the presentation of PIMCO's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PIMCO's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PIMCO's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PIMCO. Please utilize our Beneish M Score to check the likelihood of PIMCO's management manipulating its earnings.
| 4th of August 2023 Upcoming Quarterly Report | View | |
| 14th of November 2023 Next Financial Report | View | |
| 30th of June 2023 Next Fiscal Quarter End | View | |
| 20th of March 2024 Next Fiscal Year End | View | |
| 31st of March 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with PIMCO
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
PIMCO 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.