PIMCO GIS (Ireland) Risk Analysis And Volatility

We consider PIMCO GIS unknown risk. PIMCO GIS Commodity maintains Sharpe Ratio (i.e. Efficiency) of 0.3704 which implies the entity had 0.3704% of return per unit of volatility over the last 2 months. 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 Commodity which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Commodity Semi Deviation of 0.3773 and Risk Adjusted Performance of 0.1937 to confirm if risk estimate we provide are consistent with the epected return of 0.1704%.
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 Commodity Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = -0.0411

PIMCO GIS Central Daily Price Deviation

PIMCO GIS Commodity Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS Commodity Real Ret Int USD Acc has beta of -0.0411 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 Commodity Real Ret Int USD Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0723 implying that it can potentially generate 0.0723% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO GIS is 270.01. The daily returns are destributed with a variance of 0.21 and standard deviation of 0.46. The mean deviation of PIMCO GIS Commodity Real Ret Int USD Acc is currently at 0.34. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.07
β
Beta against DOW=0.04
σ
Overall volatility
=0.46
Ir
Information ratio =0.0029

PIMCO GIS Return Volatility

the fund accepts 0.4602% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% 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 1.82 and is 3.96 times more volatile than PIMCO GIS Commodity Real Ret Int USD Acc. 4% 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 Commodity Real Ret Int USD Acc is lower than 4 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Commodity Real Ret Int USD Acc to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of PIMCO GIS to be traded at $0.0 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 Commodity Real Ret I and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Commodity Real Ret Int USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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