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 GlS TRENDS which you can use to evaluate future volatility of the fund. Please check PIMCO GlS TRENDS Risk Adjusted Performance of
(0.14) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
PIMCO GlS Market Sensitivity
|As returns on market increase, PIMCO GlS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GlS will be expected to be smaller as well.2 Months Beta |Analyze PIMCO GlS TRENDS Demand TrendCheck current 30 days PIMCO GlS correlation with market (DOW)|
β = 0.0999
PIMCO GlS Central Daily Price Deviation
PIMCO GlS TRENDS 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 GlS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GlS has beta of 0.0999 . This indicates as returns on market go up, PIMCO GlS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PIMCO GlS TRENDS Mgd Futrs Str E HdgInc will be expected to be much smaller as well. Additionally, PIMCO GlS TRENDS Mgd Futrs Str E HdgInc 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
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.1|
PIMCO GlS Return VolatilityPIMCO GlS TRENDS Mgd Futrs Str E HdgInc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2955% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than PIMCO GlS TRENDS Mgd Futrs Str E HdgInc. 0% of all equities and portfolios are less risky than PIMCO GlS. Compared to the overall equity markets, volatility of historical daily returns of PIMCO GlS TRENDS Mgd Futrs Str E HdgInc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GlS TRENDS Mgd Futrs Str E HdgInc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of PIMCO GlS to be traded at 9.4 in 30 days. As returns on market increase, PIMCO GlS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GlS will be expected to be smaller as well.
PIMCO GlS correlation with market