|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 Unconstrained Demand TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = 0.0123
PIMCO GIS Unconstrained Technical Analysis
PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS has beta of 0.0123 . 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 Unconstrained Bd R EUR Hdg Acc will be expected to be much smaller as well. Additionally, PIMCO GIS Unconstrained Bd R EUR Hdg Acc 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
PIMCO GIS Return VolatilityPIMCO GIS Unconstrained Bd R EUR Hdg Acc accepts 0.8986% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.