Aegon Intl (Ireland) Risk Analysis And Volatility

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 Mgd Risk Ptfl Cautious A which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl Mgd 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 Mgd 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 the returns on DOW and Aegon Intl do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Aegon Intl Mgd Risk Ptfl Cautious A is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Aegon Intl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6602% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Aegon Intl Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Aegon Intl Mgd Risk Ptfl Cautious A. 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 Mgd Risk Ptfl Cautious A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Aegon Intl Current Risk Indicators

Aegon Intl Suggested Diversification Pairs

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