Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

B50W497 -- Ireland Fund  

GBp 171.00  2.00  1.16%

Macroaxis considers Aegon Intl to be unknown risk. Aegon Intl 4060 secures Sharpe Ratio (or Efficiency) of -0.4082 which signifies that Aegon Intl 4060 had -0.4082% 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 4060 Core Ptfl V1 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 4060 Mean Deviation of 0.2686 and Risk Adjusted Performance of 0.13 to double-check risk estimate we provide.
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.
One Month Beta |Analyze Aegon Intl 4060 Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = 0.1984
Aegon Intl Small BetaAegon Intl 4060 Beta Legend

Aegon Intl 4060 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.

Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl has beta of 0.1984 . 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, Aegon Intl 4060 Core Ptfl V1 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is -244.95. The daily returns are destributed with a variance of 0.87 and standard deviation of 0.93. The mean deviation of Aegon Intl 4060 Core Ptfl V1 is currently at 0.63. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.02
β
Beta against DOW=0.20
σ
Overall volatility
=0.93
Ir
Information ratio =0.26

Aegon Intl Return Volatility

Aegon Intl 4060 Core Ptfl V1 accepts 0.9331% volatility on return distribution over the 30 days horizon. DOW inherits 1.0379% 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

DOW has a standard deviation of returns of 1.04 and is 1.12 times more volatile than Aegon Intl 4060 Core Ptfl V1. 8% 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 8 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl 4060 Core Ptfl V1 to protect 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;165.87 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

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Aegon Intl 4060 Core Ptfl V1 and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl 4060 Core Ptfl V1 Current Risk Indicators

Check also Trending Equities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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