PIMCO GlS (Ireland) Alpha and Beta Analysis Overview

IE00BWX5WN20 -- Ireland Fund  

EUR 9.49  0.02  0.21%

This module allows you to check different measures of market premium for PIMCO GlS TRENDS Mgd Futrs Str E HdgInc as well as systematic risk associated with investing in PIMCO GlS over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO GlS Market Premiums

α0.30β0.13
30 days against DJI
Risk Adjusted Performance  

0.09

Jensen Alpha  

0.14

Total Risk Alpha  

0.37

Sortino Ratio  

0.0

Treynor Ratio  

0.9742

PIMCO GlS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare PIMCO GlS to competition

PIMCO GlS Fundamental Vs Peers

FundamentalsPIMCO GlSPeer Average
Cash Position Weight25.51 % 14.48 %
Equity Positions Weight25.90 % 40.68 %
Bond Positions Weight29.93 % 14.72 %

PIMCO GlS Opportunities

PIMCO GlS Return and Market Media

The median price of PIMCO GlS for the period between Mon, Jul 23, 2018 and Wed, Aug 22, 2018 is 9.27 with a coefficient of variation of 106.92. The daily time series for the period is distributed with a sample standard deviation of 5.03, arithmetic mean of 4.71, and mean deviation of 4.71. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BWX5WN20

PIMCO GlS TRENDS Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in PIMCO GlS TRENDS Mgd Futrs Str E HdgInc. What is your perspective on investing in PIMCO GlS TRENDS Mgd Futrs Str E HdgInc? Are you bullish or bearish?
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