Pimco Energy Tactical Fund Alpha and Beta Analysis
| PDX Fund | 27.62 4.14 13.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pimco Energy Tactical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pimco Energy over a specified time horizon. Remember, high Pimco Energy'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 Energy's market risk premium analysis include:
Beta 0.68 | Alpha 0.3 | Risk 3.33 | Sharpe Ratio 0.12 | Expected Return 0.39 |
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 Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pimco Energy market risk premium is the additional return an investor will receive from holding Pimco Energy 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 Energy. 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 Energy's performance over market.| α | 0.30 | β | 0.68 |
Pimco Energy expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Pimco Energy's Buy-and-hold return. Our buy-and-hold chart shows how Pimco Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pimco Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Pimco Energy fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pimco Energy shares will generate the highest return on investment. By understating and applying Pimco Energy fund market price indicators, traders can identify Pimco Energy position entry and exit signals to maximize returns.
Pimco Energy Return and Market Media
The median price of Pimco Energy for the period between Fri, Oct 25, 2024 and Thu, Jan 23, 2025 is 25.75 with a coefficient of variation of 9.45. The daily time series for the period is distributed with a sample standard deviation of 2.4, arithmetic mean of 25.41, and mean deviation of 1.71. The Fund received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Office of Arts Culture to award 4M in grants to local arts organizations in 2025 - City of Portland, Oregon | 10/30/2024 |
2 | PDX Enterprise Value 1,375.8 Mil - GuruFocus.com | 11/20/2024 |
3 | Groundbreaking Cooling Portland program expands to help more Portlanders - City of Portland, Oregon | 12/11/2024 |
4 | PDX Neither The NAV Nor The Market Has Fully Priced In The Venture Global IPO - Seeking Alpha | 01/15/2025 |
About Pimco Energy 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 funds. Alpha measures the amount that position in Pimco Energy Tactical 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pimco Energy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pimco Energy's short interest history, or implied volatility extrapolated from Pimco Energy options trading.
Build Portfolio with Pimco Energy
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Other Information on Investing in Pimco Fund
Pimco Energy financial ratios help investors to determine whether Pimco Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pimco with respect to the benefits of owning Pimco Energy security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |