PIMCO GlS (Ireland) Risk Analysis And Volatility Evaluation

IE00BWX5WN20 -- Ireland Fund  

EUR 9.49  0.02  0.21%

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 0.11 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.
One Month Beta |Analyze PIMCO GlS TRENDS Demand Trend
Check current 30 days PIMCO GlS correlation with market (DOW)
β = 0.146
PIMCO GlS Small BetaPIMCO GlS TRENDS Beta Legend

PIMCO GlS TRENDS Technical Analysis

Transformation
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PIMCO GlS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GlS has beta of 0.146 . 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 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.01

PIMCO GlS Return Volatility

PIMCO GlS TRENDS Mgd Futrs Str E HdgInc 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GlS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO GlS Investment Opportunity

DOW has a standard deviation of returns of 1.07 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

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GlS TRENDS Mgd Futrs Str and equity matching DJI index in the same portfolio.

PIMCO GlS Volatility Indicators

PIMCO GlS TRENDS Mgd Futrs Str E HdgInc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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