Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F000005HSG -- Ireland Fund  

GBp 163.00  2.00  1.21%

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 Continental Euro Eq Tracker A which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl Continental Mean Deviation of 0.7294 and Risk Adjusted Performance of (0.06) 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 Continental Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.0958

Aegon Intl Central Daily Price Deviation

Aegon Intl Continental Technical Analysis

Transformation
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Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl Continental Euro Eq Tracker A has beta of -0.0958 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 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

Aegon Intl Return Volatility

Aegon Intl Continental Euro Eq Tracker A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2959% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aegon Intl Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

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 Continental Euro Eq Tracker A. 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 Continental Euro Eq Tracker A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl Continental Euro Eq Tracker A 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 p;158.11 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 Continental Euro Eq and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl Continental Euro Eq Tracker A Current Risk Indicators

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