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 0.2272 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 TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = 0.0713
PIMCO GIS Central Daily Price Deviation
PIMCO GIS US Technical Analysis
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PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS has beta of 0.0713 . 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 USD Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0506 implying that it can potentially generate 0.0506% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.05|
|Beta against DOW||=||0.07|
PIMCO GIS Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.69 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 your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of PIMCO GIS to be traded at $10.69 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