Our philosophy in foreseeing 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 Aegon Intl 4060 Core Ptfl V1 which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl 4060 Mean Deviation of 0.249 and Risk Adjusted Performance of
(0.07) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Aegon Intl Market Sensitivity
|As returns on market increase, Aegon Intl returns are expected to increase less than the market. However during bear market, the loss on holding Aegon Intl will be expected to be smaller as well. 2 Months Beta |Analyze Aegon Intl 4060 Demand TrendCheck current 30 days Aegon Intl correlation with market (DOW)|
β = 0.0961
Aegon Intl Central Daily Price Deviation
Aegon Intl 4060 Technical Analysis
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Aegon Intl Projected Return Density Against MarketAssuming 30 trading days horizon, Aegon Intl has beta of 0.0961 . This suggests as returns on market go up, Aegon Intl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Aegon Intl 4060 Core Ptfl V1 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. Aegon Intl 4060 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.1|
Aegon Intl Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Aegon Intl 4060 Core Ptfl V1. 0% 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 4060 Core Ptfl V1 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl 4060 Core Ptfl V1 to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Aegon Intl to be traded at p;158.11 in 30 days. . As returns on market increase, Aegon Intl returns are expected to increase less than the market. However during bear market, the loss on holding Aegon Intl will be expected to be smaller as well.
Aegon Intl correlation with market