PIMCO Select (Ireland) Risk Analysis And Volatility Evaluation

IE00BHBX0Y02 -- Ireland Fund  

EUR 11.44  0.01  0.09%

We consider PIMCO Select unknown risk. PIMCO Select Euro maintains Sharpe Ratio (i.e. Efficiency) of 0.3656 which implies PIMCO Select Euro had 0.3656% 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 Select Euro which you can use to evaluate future volatility of the fund. Please check PIMCO Select Euro to confirm if risk estimate we provide are consistent with the epected return of 0.0659%.
Horizon     30 Days    Login   to change

PIMCO Select Euro Technical Analysis

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.

PIMCO Select Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO Select has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and PIMCO Select are completely uncorrelated. Furthermore, PIMCO Select Euro Aggr Hi Qual Inst AccIt does not look like PIMCO Select alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO Select is 273.5. The daily returns are destributed with a variance of 0.03 and standard deviation of 0.18. The mean deviation of PIMCO Select Euro Aggr Hi Qual Inst Acc is currently at 0.13. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

PIMCO Select Return Volatility

PIMCO Select Euro Aggr Hi Qual Inst Acc accepts 0.1802% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

PIMCO Select Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

PIMCO Select Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 7.28 times more volatile than PIMCO Select Euro Aggr Hi Qual Inst Acc. 1% of all equities and portfolios are less risky than PIMCO Select. Compared to the overall equity markets, volatility of historical daily returns of PIMCO Select Euro Aggr Hi Qual Inst Acc is lower than 1 (%) of all global equities and portfolios over the last 30 days.

PIMCO Select Volatility Indicators

PIMCO Select Euro Aggr Hi Qual Inst Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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