PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00B7DY8L47 -- Ireland Fund  

EUR 9.94  0.00  0.00%

Our approach towards forecasting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PIMCO GIS Unconstrained which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Unconstrained Risk Adjusted Performance of 0.1043 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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 Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = 0.0551
PIMCO GIS Small BetaPIMCO GIS Unconstrained Beta Legend

PIMCO GIS Unconstrained 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 0.0551 . 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. Moreover, PIMCO GIS Unconstrained Bd R EUR Hdg Acc has an alpha of 0.0348 implying that it can potentially generate 0.0348% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0348
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.25

Actual Return Volatility

PIMCO GIS Unconstrained Bd R EUR Hdg Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% 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 0.55 and is 9.223372036854776E16 times more volatile than PIMCO GIS Unconstrained Bd R 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 Unconstrained Bd R EUR Hdg Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Unconstrained Bd R EUR Hdg Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of PIMCO GIS to be traded at €9.84 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

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Unconstrained Bd R E and equity matching DJI index in the same portfolio.

Volatility Indicators

PIMCO GIS Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.