PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

F00000V31Y -- Ireland Fund  

SGD 10.28  0.08  0.77%

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 Income which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Income to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PIMCO GIS Income Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS Income Instl Inc SGD H has beta of -0.0017 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 Income Instl Inc SGD H is likely to outperform the market. Furthermore, PIMCO GIS Income Instl Inc SGD HIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.0017
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

PIMCO GIS Return Volatility

PIMCO GIS Income Instl Inc SGD H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3173% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than PIMCO GIS Income Instl Inc SGD H. 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 Income Instl Inc SGD H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Income Instl Inc SGD H 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 S$10.07 in 30 days. 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.

PIMCO GIS correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Income Instl Inc SGD and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Income Instl Inc SGD H 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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