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
(0.07) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
PIMCO GlS Market Sensitivity
|As returns on market increase, returns on owning PIMCO GlS are expected to decrease at a much smaller rate. During bear market, PIMCO GlS is likely to outperform the market. 2 Months Beta |Analyze PIMCO GlS TRENDS Demand TrendCheck current 30 days PIMCO GlS correlation with market (DOW)|
β = -0.4517
PIMCO GlS Central Daily Price Deviation
PIMCO GlS TRENDS Technical Analysis
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PIMCO GlS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GlS TRENDS Mgd Futrs Str E HdgInc has beta of -0.4517 . This indicates as returns on benchmark increase, returns on holding PIMCO GlS are expected to decrease at a much smaller rate. During bear market, however, PIMCO GlS TRENDS Mgd Futrs Str E HdgInc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. PIMCO GlS TRENDS is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.09|
|Beta against DOW||=||0.45|
PIMCO GlS Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8036% risk (volatility on return distribution) over the 30 days horizon.
PIMCO GlS Investment Opportunity
DOW has a standard deviation of returns of 0.8 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 enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of PIMCO GlS to be traded at 10.34 in 30 days. . As returns on market increase, returns on owning PIMCO GlS are expected to decrease at a much smaller rate. During bear market, PIMCO GlS is likely to outperform the market.
PIMCO GlS correlation with market
PIMCO GlS Current Risk Indicators
|Risk Adjusted Performance||(0.07)|
|Market Risk Adjusted Performance||0.2127|
|Coefficient Of Variation||(1,164)|
PIMCO GlS Suggested Diversification Pairs
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