|Horizon||30 Days Login to change|
PIMCO GIS Market Sensitivity
|As returns on market increase, returns on owning PIMCO GIS are expected to decrease at a much smaller rate. During bear market, PIMCO GIS is likely to outperform the market.One Month Beta |Analyze PIMCO GIS Euro Demand TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = -0.0434
PIMCO GIS Euro Technical Analysis
PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS Euro Bond G Inst has beta of -0.0434 . This indicates as returns on benchmark increase, returns on holding PIMCO GIS are expected to decrease at a much smaller rate. During bear market, however, PIMCO GIS Euro Bond G Inst is likely to outperform the market. Additionally, PIMCO GIS Euro Bond G Inst has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
PIMCO GIS Return VolatilityPIMCO GIS Euro Bond G Inst accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.