|Horizon||30 Days Login to change|
PIMCO GIS Market Sensitivity
|As returns on market increase, returns on owning PIMCO GIS are expected to decrease at a much smaller rate. During bear market, PIMCO GIS is likely to outperform the market.One Month Beta |Analyze PIMCO GIS Glbl Demand TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = -0.1025
PIMCO GIS Central Daily Price Deviation
PIMCO GIS Glbl Technical Analysis
PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS Glbl Low Dur Rl RetI has beta of -0.1025 suggesting as returns on benchmark increase, returns on holding PIMCO GIS are expected to decrease at a much smaller rate. During bear market, however, PIMCO GIS Glbl Low Dur Rl RetI is likely to outperform the market. Additionally, PIMCO GIS Glbl Low Dur Rl RetI has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
PIMCO GIS Return VolatilityPIMCO GIS Glbl Low Dur Rl RetI accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2257% risk (volatility on return distribution) over the 30 days horizon.