PIMCO GIS (Ireland) Risk Analysis And Volatility

IE00BYM11F05 -- Ireland Fund  

EUR 10.16  0.26  2.50%

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 RAE which you can use to evaluate future volatility of the fund. Please check PIMCO GIS RAE Semi Deviation of 0.3818 and Risk Adjusted Performance of 0.0653 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
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.
2 Months Beta |Analyze PIMCO GIS RAE Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = -0.0189

PIMCO GIS Central Daily Price Deviation

PIMCO GIS RAE 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 RAE Fundamental Glbl has beta of -0.0189 . 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 RAE Fundamental Glbl is likely to outperform the market. Moreover, The company has an alpha of 0.0627 implying that it can potentially generate 0.0627% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

PIMCO GIS Return Volatility

the fund venture 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.
 Performance (%) 
      Timeline 

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than PIMCO GIS RAE Fundamental Glbl. 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 RAE Fundamental Glbl is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS RAE Fundamental Glbl to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of PIMCO GIS to be traded at €9.75 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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS RAE Fundamental Glbl and equity matching DJI index in the same portfolio.

PIMCO GIS Current Risk Indicators

PIMCO GIS Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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