|STPZ -- USA Etf|| |
USD 52.23 0.12 0.23%
The etf holds Beta of 0.0413 which implies as returns on market increase, PIMCO 1 returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO 1 will be expected to be smaller as well. Although it is extremely important to respect PIMCO 1 5
current trending patterns, it is better to be realistic regarding the information on equity existing price patterns
. The approach towards forecasting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By inspecting PIMCO 1 5 technical indicators
you can now evaluate if the expected return of 0.0031% will be sustainable into the future.
Compared to the overall equity markets, risk-adjusted returns on investments in PIMCO 1 5 Year U S TIPS Index are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days. Inspite fairly strong basic indicators, PIMCO 1 is not utilizing all of its potentials. The late stock price disturbance, may contribute to short term losses for the investors.
|Fifty Two Week Low||50.70|
|Fifty Two Week High||52.71|
PIMCO 1 5 Relative Risk vs. Return Landscape
If you would invest 5,201
in PIMCO 1 5 Year U S TIPS Index on August 17, 2019
and sell it today you would earn a total of 10.00
from holding PIMCO 1 5 Year U S TIPS Index or generate 0.19%
return on investment over 30
days. PIMCO 1 5 Year U S TIPS Index is currently generating 0.0031% of daily expected returns and assumes 0.1183% risk (volatility on return distribution) over the 30 days horizon. In different words, 1% of equities are less volatile than PIMCO 1 and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
Daily Expected Return (%)
Given the investment horizon of 30 days, PIMCO 1 is expected to generate 15.71 times less return on investment than the market. But when comparing it to its historical volatility, the company is 7.72 times less risky than the market. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 of returns per unit of risk over similar time horizon.
PIMCO 1 Market Risk Analysis
Sharpe Ratio = 0.0263
PIMCO 1 Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average PIMCO 1 is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PIMCO 1
by adding it to a well-diversified