PIMCO Foreign Risk Analysis And Volatility Evaluation

PFUAX -- USA Fund  

USD 9.62  0.00  0.00%

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 Foreign Bond which you can use to evaluate future volatility of the fund. Please check PIMCO Foreign Bond Risk Adjusted Performance of 0.1119 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PIMCO Foreign Market Sensitivity

As returns on market increase, returns on owning PIMCO Foreign are expected to decrease at a much smaller rate. During bear market, PIMCO Foreign is likely to outperform the market.
One Month Beta |Analyze PIMCO Foreign Bond Demand Trend
Check current 30 days PIMCO Foreign correlation with market (DOW)
β = -0.0027

PIMCO Foreign Central Daily Price Deviation

PIMCO Foreign Bond 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 Foreign Projected Return Density Against Market

Assuming 30 trading days horizon, PIMCO Foreign Bond A has beta of -0.0027 . This implies as returns on benchmark increase, returns on holding PIMCO Foreign are expected to decrease at a much smaller rate. During bear market, however, PIMCO Foreign Bond A is likely to outperform the market. Moreover, PIMCO Foreign Bond A has an alpha of 0.0041 implying that it can potentially generate 0.0041% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0041
β
Beta against DOW=0.0027
σ
Overall volatility
=0.00
Ir
Information ratio =0.0254

PIMCO Foreign Return Volatility

PIMCO Foreign Bond A shows 0.0% volatility of returns over 30 trading days. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PIMCO Foreign Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

PIMCO Foreign Investment Opportunity

DOW has a standard deviation of returns of 1.27 and is 9.223372036854776E16 times more volatile than PIMCO Foreign Bond A. 0% of all equities and portfolios are less risky than PIMCO Foreign. Compared to the overall equity markets, volatility of historical daily returns of PIMCO Foreign Bond A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO Foreign Bond A to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of PIMCO Foreign to be traded at $9.52 in 30 days. As returns on market increase, returns on owning PIMCO Foreign are expected to decrease at a much smaller rate. During bear market, PIMCO Foreign is likely to outperform the market.

PIMCO Foreign correlation with market

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

PIMCO Foreign Volatility Indicators

PIMCO Foreign Bond A Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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