Aegon Intl (Ireland) Risk Analysis And Volatility

F000005HSG -- Ireland Fund  

GBp 162.00  6.00  3.57%

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 Risk Adjusted Performance of (0.11) and Mean Deviation of 4.69 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Aegon Intl Market Sensitivity

As returns on market increase, returns on owning Aegon Intl are expected to decrease by larger amounts. On the other hand, during market turmoil, Aegon Intl is expected to significantly outperform it.
2 Months Beta |Analyze Aegon Intl Continental Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -5.0881

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 -5.0881 suggesting as returns on its benchmark rise, returns on holding Aegon Intl Continental Euro Eq Tracker A are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Aegon Intl is expected to outperform its benchmark. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Aegon Intl Continental is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Aegon Intl Continental Euro Eq Tracker A is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
α
Alpha over DOW
=2.55
β
Beta against DOW=5.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

Aegon Intl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7795% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Aegon Intl Investment Opportunity

DOW has a standard deviation of returns of 0.78 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 your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Aegon Intl to be traded at p;155.52 in 30 days. . As returns on market increase, returns on owning Aegon Intl are expected to decrease by larger amounts. On the other hand, during market turmoil, Aegon Intl is expected to significantly outperform it.

Aegon Intl correlation with market

correlation synergy
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.

Aegon Intl Current Risk Indicators

Aegon Intl Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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