Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F0000040TP -- Ireland Fund  

GBp 202.00  0.00  0.00%

Our philosophy in foreseeing volatility of a fund is to use all available market data together with company 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 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Aegon Intl are completely uncorrelated. Furthermore, Aegon Intl Schroder European Op BIt does not look like Aegon Intl alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

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

Did you try this?

Run Price Ceiling Movement Now
   

Price Ceiling Movement

Calculate and plot Price Ceiling Movement for different equity instruments
All  Next Launch Price Ceiling Movement

Investment Outlook

Aegon Intl Investment Opportunity
DOW has a standard deviation of returns of 0.65 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.

Aegon Intl Current Risk Indicators

Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.