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 TrendCheck current 30 days Aegon Intl correlation with market (DOW)|
β = 0.2735
Aegon Intl Central Daily Price Deviation
Aegon Intl 5050 Technical Analysis
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Aegon Intl Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||2.65|
|Beta against DOW||=||0.27|
Aegon Intl Return Volatilitythe 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.
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