Aegon Intl (Ireland) Manager Performance Evaluation

F000005HR4 -- Ireland Fund  

GBp 186.00  1.00  0.54%

The organization shows Beta (market volatility) of 0.0267 which signifies that 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. Although it is essential to pay attention to Aegon Intl Aberdeen historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Aegon Intl Aberdeen EMkts B expected return of 25.7109 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
Horizon     30 Days    Login   to change

Aegon Intl Aberdeen Relative Risk vs. Return Landscape

If you would invest  181.02  in Aegon Intl Aberdeen EMkts B on February 22, 2019 and sell it today you would earn a total of  18,419  from holding Aegon Intl Aberdeen EMkts B or generate 10175.33% return on investment over 30 days. Aegon Intl Aberdeen EMkts B is generating 25.7109% of daily returns and assumes 160.1183% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than Aegon Intl on the bases of their historical return distribution and most equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Aegon Intl is expected to generate 232.63 times more return on investment than the market. However, the company is 232.63 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of risk.

Aegon Intl Current Valuation

Not valued
March 24, 2019
186.00
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Aegon Intl is Unknown risk asset. Aegon Intl Aberdeen prevailing Real Value cannot be determined due to lack of data. The current price of Aegon Intl Aberdeen is p;186.0. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Aegon Intl Aberdeen from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

Aegon Intl Market Risk Analysis

Sharpe Ratio = 0.1606
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Aegon Intl Relative Performance Indicators

Estimated Market Risk
 160.12
  actual daily
 
 96 %
of total potential
 
96
Expected Return
 5.43
  actual daily
 
 96 %
of total potential
 
96
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
10
Based on monthly moving average Aegon Intl is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Aegon Intl by adding it to a well-diversified portfolio.

Aegon Intl Performance Rating

Aegon Intl Aberdeen EMkts B Risk Adjusted Performance Analysis

10

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aegon Intl Aberdeen EMkts B are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days.

Aegon Intl Alerts

Equity Alerts and Improvement Suggestions

Aegon Intl Aberdeen is not yet fully synchronised with the market data
Aegon Intl Aberdeen appears to be very risky and stock price may revert if volatility continues
The fund retains 97.9% of its assets under management (AUM) in equities

Aegon Intl Performance Indicators

Aegon Intl Aberdeen Basic Price Performance Measures

Fifty Two Week Low1.7623
Fifty Two Week High1.8888
Additionally see Investing Opportunities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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