PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

F00000PI2P -- Ireland Fund  

USD 8.45  0.12  1.40%

Macroaxis considers PIMCO GIS to be unknown risk. PIMCO GIS Infl maintains Sharpe Ratio (i.e. Efficiency) of -0.6556 which implies PIMCO GIS Infl had -0.6556% of return per unit of volatility over the last 1 month. Macroaxis approach towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. PIMCO GIS Infl exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PIMCO GIS Infl to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

PIMCO GIS Infl Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and PIMCO GIS are completely uncorrelated. Furthermore, PIMCO GIS Infl Strat E USDIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO GIS is -152.53. The daily returns are destributed with a variance of 0.22 and standard deviation of 0.46. The mean deviation of PIMCO GIS Infl Strat E USD is currently at 0.36. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.46
Ir
Information ratio =0.00

PIMCO GIS Return Volatility

PIMCO GIS Infl Strat E USD accepts 0.4637% volatility on return distribution over the 30 days horizon. DOW inherits 1.088% 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

Insignificant

Investment Outlook

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 1.09 and is 2.37 times more volatile than PIMCO GIS Infl Strat E USD. 4% 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 Infl Strat E USD is lower than 4 (%) of all global equities and portfolios over the last 30 days.

PIMCO GIS Volatility Indicators

PIMCO GIS Infl Strat E USD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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