PIMCO GIS (Ireland) Risk Analysis And Volatility Evaluation

IE00BYXVW784 -- Ireland Fund  

SGD 9.95  0.02  0.20%

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 Capital which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Capital Risk Adjusted Performance of 0.17 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze PIMCO GIS Capital Demand Trend
Check current 30 days PIMCO GIS correlation with market (DOW)
β = -0.0947

PIMCO GIS Central Daily Price Deviation

PIMCO GIS Capital Technical Analysis

Transformation
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PIMCO GIS Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO GIS Capital Secs Inst SGD H Inc II has beta of -0.0947 . 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 Capital Secs Inst SGD H Inc II is likely to outperform the market. Additionally, PIMCO GIS Capital Secs Inst SGD H Inc II 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
=0.05
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.1

PIMCO GIS Return Volatility

PIMCO GIS Capital Secs Inst SGD H Inc II accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% 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

Insignificant

Investment Outlook

PIMCO GIS Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than PIMCO GIS Capital Secs Inst SGD H Inc II. 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 Capital Secs Inst SGD H Inc II is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Capital Secs Inst SGD H Inc II to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of PIMCO GIS to be traded at S$9.85 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
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PIMCO GIS Capital Secs Inst SG and equity matching DJI index in the same portfolio.

PIMCO GIS Volatility Indicators

PIMCO GIS Capital Secs Inst SGD H Inc II Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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