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
(0.47) 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, PIMCO GIS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GIS will be expected to be smaller as well. 2 Months Beta |Analyze PIMCO GIS Capital Demand TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = 0.0327
PIMCO GIS Central Daily Price Deviation
PIMCO GIS Capital Technical Analysis
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PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS has beta of 0.0327 . This indicates as returns on market go up, PIMCO GIS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PIMCO GIS Capital Secs Inst SGD H Inc II will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. PIMCO GIS Capital is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.13|
|Beta against DOW||=||0.0327|
PIMCO GIS Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.88 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 your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of PIMCO GIS to be traded at S$9.61 in 30 days. . As returns on market increase, PIMCO GIS returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO GIS will be expected to be smaller as well.
PIMCO GIS correlation with market