PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00BYM11F05 -- Ireland Fund  

EUR 11.70  0.06  0.52%

We consider PIMCO GIS unknown risk. PIMCO GIS RAE maintains Sharpe Ratio (i.e. Efficiency) of 0.4082 which implies PIMCO GIS RAE had 0.4082% of return per unit of volatility over the last 1 month. Our approach towards forecasting volatility of a fund is to use all available market data together with company 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 to confirm if risk estimate we provide are consistent with the epected return of 0.0859%.
 Time Horizon     30 Days    Login   to change

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.

Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and PIMCO GIS are completely uncorrelated. Furthermore, PIMCO GIS RAE Fundamental GlblIt does not look like PIMCO GIS alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PIMCO GIS is 244.95. The daily returns are destributed with a variance of 0.04 and standard deviation of 0.21. The mean deviation of PIMCO GIS RAE Fundamental Glbl is currently at 0.14. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.21
Ir
Information ratio =0.00

Actual Return Volatility

PIMCO GIS RAE Fundamental Glbl accepts 0.2105% volatility on return distribution over the 30 days horizon. DOW inherits 0.4566% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO GIS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

PIMCO GIS Investment Opportunity
DOW has a standard deviation of returns of 0.46 and is 2.19 times more volatile than PIMCO GIS RAE Fundamental Glbl. 1% 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 1 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

PIMCO GIS Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.