Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F0000040TP -- Ireland Fund  

GBp 200.00  2.00  0.99%

We consider Aegon Intl unknown risk. Aegon Intl Schroder secures Sharpe Ratio (or Efficiency) of 0.0028 which signifies that Aegon Intl Schroder had 0.0028% of return per unit of standard deviation over the last 1 month. 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 0.2725 and Risk Adjusted Performance of 0.0028 to double-check if risk estimate we provide are consistent with the epected return of 0.002%.
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.
One Month Beta |Analyze Aegon Intl Schroder Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = 0.2855
Aegon Intl Small BetaAegon Intl Schroder Beta Legend

Aegon Intl Schroder Technical Analysis

Transformation
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Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl has beta of 0.2855 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 Schroder European Op B will be expected to be much smaller as well. 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 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is 35535.95. The daily returns are destributed with a variance of 0.5 and standard deviation of 0.7. The mean deviation of Aegon Intl Schroder European Op B is currently at 0.4. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.06
β
Beta against DOW=0.29
σ
Overall volatility
=0.70
Ir
Information ratio =0.32

Aegon Intl Return Volatility

Aegon Intl Schroder European Op B accepts 0.7036% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% 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

Unaffected

Investment Outlook

Aegon Intl Investment Opportunity

Aegon Intl Schroder European Op B has a volatility of 0.7 and is 1.56 times more volatile than DOW. 6% 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 6 (%) 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;196.0 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

Modest 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

Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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