PIMCO Sel (Ireland) Risk Analysis And Volatility Evaluation

Macroaxis considers PIMCO Sel to be unknown risk. PIMCO Sel Eurodoll maintains Sharpe Ratio (i.e. Efficiency) of -0.4472 which implies PIMCO Sel Eurodoll had -0.4472% 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 Sel Eurodoll exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PIMCO Sel Eurodoll Risk Adjusted Performance of 0.09 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

PIMCO Sel Market Sensitivity

As returns on market increase, returns on owning PIMCO Sel are expected to decrease at a much smaller rate. During bear market, PIMCO Sel is likely to outperform the market.
One Month Beta |Analyze PIMCO Sel Eurodoll Demand Trend
Check current 30 days PIMCO Sel correlation with market (DOW)
β = -0.0176
PIMCO Sel Almost negative betaPIMCO Sel Eurodoll Beta Legend

PIMCO Sel Eurodoll 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 Sel Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc has beta of -0.0176 suggesting as returns on benchmark increase, returns on holding PIMCO Sel are expected to decrease at a much smaller rate. During bear market, however, PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc is likely to outperform the market. Additionally, PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc 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 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO Sel is -223.61. The daily returns are destributed with a variance of 0.2 and standard deviation of 0.45. The mean deviation of PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc is currently at 0.32. For similar time horizon, the selected benchmark (DOW) has volatility of 1.02
α
Alpha over DOW
=0.05
β
Beta against DOW=0.02
σ
Overall volatility
=0.45
Ir
Information ratio =0.21

PIMCO Sel Return Volatility

PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc accepts 0.4513% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO Sel Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO Sel Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 2.33 times more volatile than PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc. 4% of all equities and portfolios are less risky than PIMCO Sel. Compared to the overall equity markets, volatility of historical daily returns of PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc is lower than 4 (%) of all global equities and portfolios over the last 30 days. Use PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of PIMCO Sel to be traded at ¥0.0 in 30 days. As returns on market increase, returns on owning PIMCO Sel are expected to decrease at a much smaller rate. During bear market, PIMCO Sel is likely to outperform the market.

PIMCO Sel correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO Sel Eurodoll Hi Qual Ins and equity matching DJI index in the same portfolio.

PIMCO Sel Volatility Indicators

PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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