Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F000005HR4 -- Ireland Fund  

 174.00  2.00  1.14%

Macroaxis considers Aegon Intl to be unknown risk. Aegon Intl Aberdeen secures Sharpe Ratio (or Efficiency) of -0.5774 which signifies that Aegon Intl Aberdeen had -0.5774% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Aegon Intl Aberdeen EMkts B exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Aegon Intl Aberdeen Mean Deviation of 0.9317 and Risk Adjusted Performance of 0.38 to double-check risk estimate we provide.
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 Aberdeen Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.8057
Aegon Intl Almost negative betaAegon Intl Aberdeen Beta Legend

Aegon Intl Aberdeen 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 Aberdeen EMkts B has beta of -0.8057 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 Aberdeen EMkts B is likely to outperform the market. Additionally, Aegon Intl Aberdeen EMkts 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 -173.21. The daily returns are destributed with a variance of 0.96 and standard deviation of 0.98. The mean deviation of Aegon Intl Aberdeen EMkts B is currently at 0.75. For similar time horizon, the selected benchmark (DOW) has volatility of 1.02
α
Alpha over DOW
=0.67
β
Beta against DOW=0.81
σ
Overall volatility
=0.98
Ir
Information ratio =0.28

Aegon Intl Return Volatility

Aegon Intl Aberdeen EMkts B accepts 0.9786% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Price Exposure Probability Now

   

Price Exposure Probability

Analyze equity upside and downside potential for a given time horizon across multiple markets
All  Next Launch Price Exposure Probability

Investment Outlook

Aegon Intl Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 1.07 times more volatile than Aegon Intl Aberdeen EMkts B. 8% 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 Aberdeen EMkts B is lower than 8 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl Aberdeen EMkts B to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Aegon Intl to be traded at 168.78 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

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Aegon Intl Aberdeen EMkts B and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl Aberdeen EMkts B Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Search macroaxis.com