PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00B3K7XK29 -- Ireland Fund  

USD 17.08  0.06  0.35%

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 0.15 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze PIMCO GIS Glbl Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = 0.0547
PIMCO GIS Small BetaPIMCO GIS Glbl Beta Legend

PIMCO GIS Glbl 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.

PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0547 . This indicates 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 Inv Grd Crdt E Acc USD will be expected to be much smaller as well. Additionally, PIMCO GIS Glbl Inv Grd Crdt E Acc USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =1.87

PIMCO GIS Return Volatility

PIMCO GIS Glbl Inv Grd Crdt E Acc USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% 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 0.39 and is 9.223372036854776E16 times more volatile than PIMCO GIS Glbl Inv Grd Crdt E Acc USD. 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 Inv Grd Crdt E Acc USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Glbl Inv Grd Crdt E Acc USD to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of PIMCO GIS to be traded at $16.91 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

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Glbl Inv Grd Crdt E and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Glbl Inv Grd Crdt E Acc USD 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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