PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

F000001WZS -- Ireland Fund  

EUR 22.05  0.16  0.72%

Our approach towards forecasting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PIMCO GIS Global which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Global Risk Adjusted Performance of 0.06 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

PIMCO GIS Market Sensitivity

As returns on market increase, PIMCO GIS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GIS will be expected to be smaller as well.
One Month Beta |Analyze PIMCO GIS Global Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = 0.1819
PIMCO GIS Small BetaPIMCO GIS Global Beta Legend

PIMCO GIS Global Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.1819 suggesting as returns on market go up, PIMCO GIS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PIMCO GIS Global Hi Yld Bd Ins EUR Hdg A will be expected to be much smaller as well. Additionally, PIMCO GIS Global Hi Yld Bd Ins EUR Hdg A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.23

Actual Return Volatility

PIMCO GIS Global Hi Yld Bd Ins EUR Hdg A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4414% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GIS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

PIMCO GIS Investment Opportunity
DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than PIMCO GIS Global Hi Yld Bd Ins EUR Hdg A. 0% of all equities and portfolios are less risky than PIMCO GIS. Compared to the overall equity markets, volatility of historical daily returns of PIMCO GIS Global Hi Yld Bd Ins EUR Hdg A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Global Hi Yld Bd Ins EUR Hdg A to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of PIMCO GIS to be traded at €21.61 in 30 days. As returns on market increase, PIMCO GIS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GIS will be expected to be smaller as well.

PIMCO GIS correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Global Hi Yld Bd Ins and equity matching DJI index in the same portfolio.
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