Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F000005HR4 -- Ireland Fund  

 174.00  2.00  1.14%

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 Aberdeen EMkts B which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl Aberdeen Mean Deviation of 0.9317 and Risk Adjusted Performance of (0.49) 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.
2 Months Beta |Analyze Aegon Intl Aberdeen Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.1727

Aegon Intl Central Daily Price Deviation

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 -0.1727 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 
α
Alpha over DOW
=0.57
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.3

Aegon Intl Return Volatility

Aegon Intl Aberdeen EMkts B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Aegon Intl Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than Aegon Intl Aberdeen EMkts 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 Aberdeen EMkts B is lower than 0 (%) 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

correlation synergy
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 Transaction History module to view history of all your transactions and understand their impact on performance.
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