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 Schroder European Op B which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl Schroder Risk Adjusted Performance of (0.015154) and Mean Deviation of 0.3329 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 Market Sensitivity

As returns on market increase, returns on owning Aegon Intl are expected to decrease at a much smaller rate. During bear market, Aegon Intl is likely to outperform the market.
2 Months Beta |Analyze Aegon Intl Schroder Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.0047

Aegon Intl Central Daily Price Deviation

Aegon Intl Schroder Technical Analysis

Transformation
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Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl Schroder European Op B has beta of -0.0047 suggesting as returns on benchmark increase, returns on holding Aegon Intl are expected to decrease at a much smaller rate. During bear market, however, Aegon Intl Schroder European Op B is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Aegon Intl Schroder is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
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 Schroder European Op B is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.008
β
Beta against DOW=0.0047
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Aegon Intl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% 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

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than Aegon Intl Schroder European Op B. 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 Schroder European Op B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl Schroder European Op B to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Aegon Intl to be traded at p;0.0 in 30 days. . As returns on market increase, returns on owning Aegon Intl are expected to decrease at a much smaller rate. During bear market, Aegon Intl is likely to outperform the market.

Aegon Intl correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Aegon Intl Schroder European O and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl Schroder European Op B Current Risk Indicators

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