Macroaxis considers Aegon Intl to be unknown risk. Aegon Intl Mgd secures Sharpe Ratio (or Efficiency) of -0.2266 which signifies that the fund had -0.2266% of return per unit of standard deviation over the last 2 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. Aegon Intl Mgd Risk Ptfl Cautious A 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 Mgd to double-check risk estimate we provide.
|Horizon||30 Days Login to change|
Aegon Intl Mgd Technical Analysis
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Aegon Intl Projected Return Density Against MarketAssuming 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.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is -441.24. The daily returns are destributed with a variance of 1.21 and standard deviation of 1.1. The mean deviation of Aegon Intl Mgd Risk Ptfl Cautious A is currently at 0.68. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Aegon Intl Return Volatilitythe fund accepts 1.101% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.99 and is 1.81 times more volatile than Aegon Intl Mgd Risk Ptfl Cautious A. 9% 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 9 (%) of all global equities and portfolios over the last 30 days.