Aegon Intl (Ireland) Risk Analysis And Volatility

F0000024OX -- Ireland Fund  

GBp 164.00  2.00  1.20%

Aegon Intl is unknown risk given 2 months investment horizon. Aegon Intl 5050 secures Sharpe Ratio (or Efficiency) of 0.1832 which signifies that the fund had 0.1832% of return per unit of standard deviation over the last 2 months. Our philosophy in foreseeing volatility of a fund is to use Aegon Intl 5050 market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 33.4363% are justified by taking the suggested risk. Use Aegon Intl Mean Deviation of 5.21 and Risk Adjusted Performance of (0.28) to evaluate company specific risk that cannot be diversified away.
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 5050 Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = 0.2735

Aegon Intl Central Daily Price Deviation

Aegon Intl 5050 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 0.2735 suggesting 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 5050 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 5050 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is 545.98. The daily returns are destributed with a variance of 33326.36 and standard deviation of 182.56. The mean deviation of Aegon Intl 5050 Core Ptfl V1 is currently at 64.44. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=2.65
β
Beta against DOW=0.27
σ
Overall volatility
=182.56
Ir
Information ratio =0.17

Aegon Intl Return Volatility

the fund accepts 182.5551% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aegon Intl Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Aegon Intl Investment Opportunity

Aegon Intl 5050 Core Ptfl V1 has a volatility of 182.56 and is 96.08 times more volatile than DOW. 96% 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 5050 Core Ptfl V1 is higher than 96 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl 5050 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;159.08 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

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Aegon Intl 5050 Core Ptfl V1 and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl 5050 Core Ptfl V1 Current Risk Indicators

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