PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

F00000P7JH -- Ireland Fund  

USD 10.06  0.02  0.20%

We consider PIMCO GIS unknown risk. PIMCO GIS Glbl maintains Sharpe Ratio (i.e. Efficiency) of 0.5 which implies PIMCO GIS Glbl had 0.5% of return per unit of volatility over the last 1 month. Our approach towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PIMCO GIS Glbl which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Glbl Risk Adjusted Performance of 0.0236 to confirm if risk estimate we provide are consistent with the epected return of 0.0498%.
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 Glbl Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = 0.0386
PIMCO GIS Small BetaPIMCO GIS Glbl Beta Legend

PIMCO GIS Glbl Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0386 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 Glbl Inv Grd Crdt R Inc USD will be expected to be much smaller as well. Moreover, PIMCO GIS Glbl Inv Grd Crdt R Inc USD has an alpha of 0.0048 implying that it can potentially generate 0.0048% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO GIS is 200.0. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of PIMCO GIS Glbl Inv Grd Crdt R Inc USD is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.0048
β
Beta against DOW=0.0386
σ
Overall volatility
=0.1
Ir
Information ratio =0.37

PIMCO GIS Return Volatility

PIMCO GIS Glbl Inv Grd Crdt R Inc USD accepts 0.0996% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% 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 0.43 and is 4.3 times more volatile than PIMCO GIS Glbl Inv Grd Crdt R Inc USD. 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 Glbl Inv Grd Crdt R Inc USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Glbl Inv Grd Crdt R Inc USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of PIMCO GIS to be traded at $10.56 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

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Glbl Inv Grd Crdt R and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Glbl Inv Grd Crdt R Inc USD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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