PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

F0GBR06T6O -- Ireland Fund  

EUR 16.19  0.36  2.18%

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 (0.15) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
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.
2 Months Beta |Analyze PIMCO GIS Glbl Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = -0.0391

PIMCO GIS Central Daily Price Deviation

PIMCO GIS Glbl Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS Glbl Real Ret E Acc EUR H has beta of -0.0391 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 Real Ret E Acc EUR H is likely to outperform the market. Additionally, PIMCO GIS Glbl Real Ret E Acc EUR H 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 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

PIMCO GIS Return Volatility

PIMCO GIS Glbl Real Ret E Acc EUR H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GIS Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than PIMCO GIS Glbl Real Ret E Acc EUR 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 Glbl Real Ret E Acc EUR H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Glbl Real Ret E Acc EUR H to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of PIMCO GIS to be traded at €15.54 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 Glbl Real Ret E Acc and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Glbl Real Ret E Acc EUR H Current Risk Indicators

Additionally see Investing Opportunities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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