|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 TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = 95.0
PIMCO GIS Total Technical Analysis
PIMCO GIS Projected Return Density Against MarketAssuming 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
PIMCO GIS Return VolatilityPIMCO 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.