Pimco Multi Sector Income Fund Alpha and Beta Analysis
| PIX-UN Fund | 7.94 0.01 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PIMCO Multi Sector Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in PIMCO Multi over a specified time horizon. Remember, high PIMCO Multi'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 Multi's market risk premium analysis include:
Beta (0.02) | Alpha (0.09) | Risk 0.67 | Sharpe Ratio (0.16) | Expected Return (0.11) |
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 Multi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PIMCO Multi market risk premium is the additional return an investor will receive from holding PIMCO Multi 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 Multi. 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 Multi's performance over market.| α | -0.09 | β | -0.02 |
PIMCO Multi Return and Market Media
The median price of PIMCO Multi for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 8.45 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 8.41, and mean deviation of 0.1. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Civil society groups nudge and cajole world leaders from the sidelines of United Nations week - PIX11 New York News | 09/27/2024 |
2 | A proposed deal on climate cash at UN summit highlights split between rich and poor nations - PIX11 New York News | 11/22/2024 |
3 | New UN aid chief vows ruthlessness to prioritize spending as funding for worlds crises shrinks - PIX11 New York News | 12/03/2024 |
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 Multi 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 Multi's short interest history, or implied volatility extrapolated from PIMCO Multi options trading.
Build Portfolio with PIMCO Multi
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
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. |