PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00BDCR0092 -- Ireland Fund  

EUR 10.21  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 US which you can use to evaluate future volatility of the fund. Please check PIMCO GIS US Risk Adjusted Performance of 0.01 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 US Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and PIMCO GIS are completely uncorrelated. Furthermore, PIMCO GIS US Short Term Inst EUR H AccIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

PIMCO GIS US Short Term Inst EUR H Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% 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 0.64 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.
Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.