Pimco Extended Duration Fund Alpha and Beta Analysis
| PEDIX Fund | USD 14.02 0.17 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pimco Extended Duration. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pimco Extended over a specified time horizon. Remember, high Pimco Extended'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 Extended's market risk premium analysis include:
Beta (0.36) | Alpha (0.02) | Risk 1.28 | Sharpe Ratio (0.05) | Expected Return (0.06) |
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 Extended Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pimco Extended market risk premium is the additional return an investor will receive from holding Pimco Extended 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 Extended. 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 Extended's performance over market.| α | -0.02 | β | -0.36 |
Pimco Extended 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 Extended's Buy-and-hold return. Our buy-and-hold chart shows how Pimco Extended performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pimco Extended Market Price Analysis
Market price analysis indicators help investors to evaluate how Pimco Extended mutual 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 Extended shares will generate the highest return on investment. By understating and applying Pimco Extended mutual fund market price indicators, traders can identify Pimco Extended position entry and exit signals to maximize returns.
Pimco Extended Return and Market Media
The median price of Pimco Extended for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 14.02 with a coefficient of variation of 4.86. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 14.16, and mean deviation of 0.61. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Pimco Extended 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 Extended Duration 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 Extended 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 Extended's short interest history, or implied volatility extrapolated from Pimco Extended options trading.
Build Portfolio with Pimco Extended
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
Other Information on Investing in Pimco Mutual Fund
Pimco Extended financial ratios help investors to determine whether Pimco Mutual 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 Extended security.
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |