Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

B1YQ6P7 -- Ireland Fund  

GBp 212.00  6.00  2.75%

Macroaxis considers Aegon Intl to be unknown risk. Aegon Intl BLK secures Sharpe Ratio (or Efficiency) of -0.4402 which signifies that Aegon Intl BLK had -0.4402% of return per unit of standard deviation over the last 1 month. 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. Aegon Intl BLK UK Special Situations B exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Aegon Intl BLK to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Aegon Intl BLK Technical Analysis

Transformation
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Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Aegon Intl are completely uncorrelated. Furthermore, Aegon Intl BLK UK Special Situations BIt does not look like Aegon Intl alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is -227.16. The daily returns are destributed with a variance of 3.42 and standard deviation of 1.85. The mean deviation of Aegon Intl BLK UK Special Situations B is currently at 1.3. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.85
Ir
Information ratio =0.00

Aegon Intl Return Volatility

Aegon Intl BLK UK Special Situations B accepts 1.8492% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aegon Intl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Aegon Intl Investment Opportunity

Aegon Intl BLK UK Special Situations B has a volatility of 1.85 and is 1.75 times more volatile than DOW. 16% of all equities and portfolios are less risky than Aegon Intl. Compared to the overall equity markets, volatility of historical daily returns of Aegon Intl BLK UK Special Situations B is lower than 16 (%) of all global equities and portfolios over the last 30 days.

Aegon Intl Volatility Indicators

Aegon Intl BLK UK Special Situations B Current Risk Indicators

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