PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00BMTRWY37 -- Ireland Fund  

USD 10.79  0.00  0.00%

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 0.0708 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, 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 US Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = -0.1125
PIMCO GIS Almost negative betaPIMCO GIS US Beta Legend

PIMCO GIS US Technical Analysis

Transformation
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 GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS US Short Term Inst USD Acc has beta of -0.1125 . 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 US Short Term Inst USD Acc is likely to outperform the market. Moreover, PIMCO GIS US Short Term Inst USD Acc has an alpha of 0.0364 implying that it can potentially generate 0.0364% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0364
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.39

PIMCO GIS Return Volatility

PIMCO GIS US Short Term Inst USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% 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 0.39 and is 9.223372036854776E16 times more volatile than PIMCO GIS US Short Term Inst USD 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 USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS US Short Term Inst USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of PIMCO GIS to be traded at $10.68 in 30 days. 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.

PIMCO GIS correlation with market

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

PIMCO GIS Volatility Indicators

PIMCO GIS US Short Term Inst USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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