Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F000005HSG -- Ireland Fund  

GBp 178.00  3.00  1.71%

Macroaxis considers Aegon Intl unknown risk given 1 month investment horizon. Aegon Intl Continental secures Sharpe Ratio (or Efficiency) of 0.3945 which signifies that Aegon Intl Continental had 0.3945% 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 company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Aegon Intl Continental Euro Eq Tracker A which you can use to evaluate future volatility of the entity. Please makes use of Aegon Intl Continental Mean Deviation of 0.3356 and Risk Adjusted Performance of 0.25 to double-check if our risk estimates are consistent with your expectations.
 Time 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 Continental Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.279
Aegon Intl Almost negative betaAegon Intl Continental Beta Legend

Aegon Intl Continental Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl Continental Euro Eq Tracker A has beta of -0.279 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 Continental Euro Eq Tracker A is likely to outperform the market. Additionally, Aegon Intl Continental Euro Eq Tracker A 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 253.46. The daily returns are destributed with a variance of 0.68 and standard deviation of 0.83. The mean deviation of Aegon Intl Continental Euro Eq Tracker A is currently at 0.62. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.15
β
Beta against DOW=0.28
σ
Overall volatility
=0.83
Ir
Information ratio =0.76

Actual Return Volatility

Aegon Intl Continental Euro Eq Tracker A accepts 0.8253% volatility on return distribution over the 30 days horizon. DOW inherits 0.5977% 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 Continental Euro Eq Tracker A has a volatility of 0.83 and is 1.38 times more volatile than DOW. 7% 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 Continental Euro Eq Tracker A is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl Continental Euro Eq Tracker A to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Aegon Intl to be traded at p;195.8 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 Continental Euro Eq and equity matching DJI index in the same portfolio.
Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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