PIMCO GIS (Ireland) Risk Analysis And Volatility

IE00B91X6F72 -- Ireland Fund  

USD 10.84  0.06  0.01%

We consider PIMCO GIS unknown risk. PIMCO GIS Income maintains Sharpe Ratio (i.e. Efficiency) of 0.1504 which implies the entity had 0.1504% of return per unit of volatility over the last 2 months. 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 Income which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Income to confirm if risk estimate we provide are consistent with the epected return of 0.0232%.
Horizon     30 Days    Login   to change

PIMCO GIS Income Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 . This indicates the returns on DOW and PIMCO GIS do not appear to be sensitive. Furthermore, It does not look like the company 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 664.74. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.15. The mean deviation of PIMCO GIS Income Adm Inc USD is currently at 0.09. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.15
Ir
Information ratio =0.00

PIMCO GIS Return Volatility

the fund accepts 0.1541% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GIS Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 13.33 times more volatile than PIMCO GIS Income Adm Inc USD. 1% 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 Income Adm Inc USD is lower than 1 (%) of all global equities and portfolios over the last 30 days.

PIMCO GIS Volatility Indicators

PIMCO GIS Income Adm Inc USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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