PIMCO Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B4Q8Q418 -- Ireland Fund  

EUR 11.77  0.00  0.00%

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 Global Dividend which you can use to evaluate future volatility of the fund. Please check PIMCO Global Dividend to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PIMCO Global Dividend Technical Analysis

Transformation
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PIMCO Global Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and PIMCO Global are completely uncorrelated. Furthermore, PIMCO Global Dividend E EUR HdgIt does not look like PIMCO Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

PIMCO Global Return Volatility

PIMCO Global Dividend E EUR Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO Global Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 9.223372036854776E16 times more volatile than PIMCO Global Dividend E EUR Hdg. 0% of all equities and portfolios are less risky than PIMCO Global. Compared to the overall equity markets, volatility of historical daily returns of PIMCO Global Dividend E EUR Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

PIMCO Global Volatility Indicators

PIMCO Global Dividend E EUR Hdg Current Risk Indicators

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