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
(0.07) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
PIMCO GIS Market Sensitivity
|As returns on market increase, PIMCO GIS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GIS will be expected to be smaller as well. 2 Months Beta |Analyze PIMCO GIS Glbl Demand TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = 0.018
PIMCO GIS Central Daily Price Deviation
PIMCO GIS Glbl Technical Analysis
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PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS has beta of 0.018 suggesting as returns on market go up, PIMCO GIS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PIMCO GIS Glbl Real Ret E Acc EUR H will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. PIMCO GIS Glbl is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.04|
|Beta against DOW||=||0.018|
PIMCO GIS Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8126% risk (volatility on return distribution) over the 30 days horizon.
PIMCO GIS Investment Opportunity
DOW has a standard deviation of returns of 0.81 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 your portfolios 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 16.06 in 30 days. . As returns on market increase, PIMCO GIS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GIS will be expected to be smaller as well.
PIMCO GIS correlation with market
PIMCO GIS Current Risk Indicators
|Risk Adjusted Performance||(0.07)|
|Market Risk Adjusted Performance||(2.09)|
|Coefficient Of Variation||(1,329)|
PIMCO GIS Suggested Diversification Pairs
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