Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F0000040TP -- Ireland Fund  

GBp 201.00  2.00  0.99%

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 Mean Deviation of 0.3566 and Risk Adjusted Performance of 0.006059 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.
One Month Beta |Analyze Aegon Intl Schroder Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.0969

Aegon Intl Central Daily Price Deviation

Aegon Intl Schroder 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 Schroder European Op B has beta of -0.0969 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, Aegon Intl Schroder European Op B has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Aegon Intl Return Volatility

Aegon Intl Schroder European Op B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aegon Intl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Aegon Intl Investment Opportunity

DOW has a standard deviation of returns of 1.19 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 against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Aegon Intl to be traded at p;196.98 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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