PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00B0V9T193 -- Ireland Fund  

GBp 948.00  9.00  0.96%

Macroaxis considers PIMCO GIS to be unknown risk. PIMCO GIS Total maintains Sharpe Ratio (i.e. Efficiency) of -1.0849 which implies PIMCO GIS Total had -1.0849% of return per unit of volatility over the last 1 month. Macroaxis approach towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. PIMCO GIS Total exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PIMCO GIS Total Risk Adjusted Performance of 0.3442 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

PIMCO GIS Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, PIMCO GIS will likely underperform.
One Month Beta |Analyze PIMCO GIS Total Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = 95.0
PIMCO GIS Large BetaPIMCO GIS Total Beta Legend

PIMCO GIS Total Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 95.0 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, PIMCO GIS will likely underperform. In addition to that, PIMCO GIS Total Ret Bd Ins GBP Hdg has an alpha of 911.3674 implying that it can potentially generate 911.3674% 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 -92.17. The daily returns are destributed with a variance of 0.55 and standard deviation of 0.74. The mean deviation of PIMCO GIS Total Ret Bd Ins GBP Hdg is currently at 0.53. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=911.37
β
Beta against DOW=95.00
σ
Overall volatility
=0.74
Ir
Information ratio =0.31

PIMCO GIS Return Volatility

PIMCO GIS Total Ret Bd Ins GBP Hdg accepts 0.7388% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GIS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 1.41 times more volatile than PIMCO GIS Total Ret Bd Ins GBP Hdg. 6% 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 Total Ret Bd Ins GBP Hdg is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Total Ret Bd Ins GBP Hdg to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of PIMCO GIS to be traded at p;1042.8 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, PIMCO GIS will likely underperform.

PIMCO GIS correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Total Ret Bd Ins GBP and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Total Ret Bd Ins GBP Hdg Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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