Pimco Intermediate Municipal Etf Alpha and Beta Analysis
| MUNI Etf | USD 52.51 0.12 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PIMCO Intermediate Municipal. It also helps investors analyze the systematic and unsystematic risks associated with investing in PIMCO Intermediate over a specified time horizon. Remember, high PIMCO Intermediate'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 Intermediate's market risk premium analysis include:
Beta (0.08) | Alpha 0.01 | Risk 0.23 | Sharpe Ratio 0.0523 | Expected Return 0.0119 |
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 Intermediate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PIMCO Intermediate market risk premium is the additional return an investor will receive from holding PIMCO Intermediate 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 Intermediate. 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 Intermediate's performance over market.| α | 0.01 | β | -0.08 |
PIMCO Intermediate 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 Intermediate's Buy-and-hold return. Our buy-and-hold chart shows how PIMCO Intermediate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PIMCO Intermediate Market Price Analysis
Market price analysis indicators help investors to evaluate how PIMCO Intermediate etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PIMCO Intermediate shares will generate the highest return on investment. By understating and applying PIMCO Intermediate etf market price indicators, traders can identify PIMCO Intermediate position entry and exit signals to maximize returns.
PIMCO Intermediate Return and Market Media
The median price of PIMCO Intermediate for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 52.34 with a coefficient of variation of 0.51. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 52.28, and mean deviation of 0.22. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | ProStar Geocorp Expands Its Reach into Local and Regional Governments with PointMan Muni | 09/19/2024 |
2 | Fidelity Plans Latest Mutual Fund-to-ETF Flips in Muni Market - Bloomberg | 10/03/2024 |
3 | Why Muni Bond ETFs Make Sense in 2025 - ETF Trends | 10/23/2024 |
4 | PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund declares monthly distribution of 0.1500 | 11/04/2024 |
About PIMCO Intermediate 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 Intermediate 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 Intermediate 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 Intermediate's short interest history, or implied volatility extrapolated from PIMCO Intermediate options trading.
Build Portfolio with PIMCO Intermediate
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 PIMCO Intermediate Backtesting, Portfolio Optimization, PIMCO Intermediate Correlation, PIMCO Intermediate Hype Analysis, PIMCO Intermediate Volatility, PIMCO Intermediate History and analyze PIMCO Intermediate Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
PIMCO Intermediate 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.