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American Funds Risk Analysis And Volatility

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AEGFX -- USA Fund  

USD 51.11  1.92  3.90%

Macroaxis considers American Funds to be very steady. American Funds EuroP secures Sharpe Ratio (or Efficiency) of -0.0919 which signifies that the fund had -0.0919% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. American Funds EuroPacific Grow exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm American Funds EuroP Risk Adjusted Performance of (0.11) and Mean Deviation of 0.8929 to double-check risk estimate we provide.
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90 Days Market Risk

Very steady

Chance of Distress

Very Low

90 Days Economic Sensitivity

Slowly supersedes market

American Funds Market Sensitivity

As returns on market increase, American Funds returns are expected to increase less than the market. However during bear market, the loss on holding American Funds will be expected to be smaller as well.
3 Months Beta |Analyze American Funds EuroP Demand Trend
Check current 30 days American Funds correlation with market (DOW)
β = 0.3035

American Funds Central Daily Price Deviation

American Funds EuroP Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. American Funds EuroP Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

American Funds Projected Return Density Against Market

Assuming 30 trading days horizon, American Funds has beta of 0.3035 . This suggests as returns on market go up, American Funds average returns are expected to increase less than the benchmark. However during bear market, the loss on holding American Funds EuroPacific Grow 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. American Funds EuroP is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of American Funds is -1088.09. The daily returns are destributed with a variance of 2.44 and standard deviation of 1.56. The mean deviation of American Funds EuroPacific Grow is currently at 0.91. For similar time horizon, the selected benchmark (DOW) has volatility of 1.15
α
Alpha over DOW
=0.12
β
Beta against DOW=0.30
σ
Overall volatility
=1.56
Ir
Information ratio =0.02

American Funds Return Volatility

the fund shows 1.5633% volatility of returns over 30 trading days. the entity inherits 1.1522% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

American Funds Investment Opportunity

American Funds EuroPacific Grow has a volatility of 1.56 and is 1.36 times more volatile than DOW. 14  of all equities and portfolios are less risky than American Funds. Compared to the overall equity markets, volatility of historical daily returns of American Funds EuroPacific Grow is lower than 14 () of all global equities and portfolios over the last 30 days. Use American Funds EuroPacific Grow to enhance returns of your portfolios. The mutual fund experiences unexpected upward trend. Watch out for market signals. Check odds of American Funds to be traded at $61.33 in 30 days. . As returns on market increase, American Funds returns are expected to increase less than the market. However during bear market, the loss on holding American Funds will be expected to be smaller as well.

American Funds correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding American Funds EuroPacific Gro and equity matching DJI index in the same portfolio.

American Funds Current Risk Indicators

American Funds Suggested Diversification Pairs

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