PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00B11XZ103 -- Ireland Fund  

EUR 23.95  0.02  0.08%

Macroaxis considers PIMCO GIS to be unknown risk. PIMCO GIS Global maintains Sharpe Ratio (i.e. Efficiency) of -0.2044 which implies PIMCO GIS Global had -0.2044% 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 Global 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 Global to confirm risk estimate we provide.
 Time Horizon     30 Days    Login   to change

PIMCO GIS Global Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and PIMCO GIS are completely uncorrelated. Furthermore, PIMCO GIS Global Bond E EUR Hdg AccIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO GIS is -489.34. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of PIMCO GIS Global Bond E EUR Hdg Acc is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.10
Ir
Information ratio =0.00

Actual Return Volatility

PIMCO GIS Global Bond E EUR Hdg Acc accepts 0.1017% volatility on return distribution over the 30 days horizon. DOW inherits 0.5964% 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

Unaffected

Investment Outlook

PIMCO GIS Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 6.0 times more volatile than PIMCO GIS Global Bond E EUR Hdg Acc. 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 Global Bond E EUR Hdg Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

PIMCO GIS Current Risk Indicators
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