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
Chance of Distress in 24 months
60 Days Economic Sensitivity
|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 TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = -0.0189
PIMCO GIS Central Daily Price Deviation
PIMCO GIS RAE Technical Analysis
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PIMCO GIS Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.02|
PIMCO GIS Return Volatilitythe 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.
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
PIMCO GIS Current Risk Indicators
|Risk Adjusted Performance||0.0653|
|Market Risk Adjusted Performance||(3.31)|
|Coefficient Of Variation||1230.48|
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