PIMCO GIS (Ireland) Risk Analysis And Volatility

IE00BDCR0092 -- Ireland Fund  

EUR 10.19  0.02  0.20%

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 US which you can use to evaluate future volatility of the fund. Please check PIMCO GIS US Risk Adjusted Performance of (0.09) 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.
2 Months Beta |Analyze PIMCO GIS US Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = 0.003

PIMCO GIS Central Daily Price Deviation

PIMCO GIS US Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.003 . 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 US Short Term Inst EUR H Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. PIMCO GIS US is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0058
β
Beta against DOW=0.003
σ
Overall volatility
=0.00
Ir
Information ratio =2.8

PIMCO GIS Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% 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 1.55 and is 9.223372036854776E16 times more volatile than PIMCO GIS US Short Term Inst EUR H 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 US Short Term Inst EUR H Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS US Short Term Inst EUR H Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of PIMCO GIS to be traded at €10.09 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

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS US Short Term Inst E and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS US Short Term Inst EUR H Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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