Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F000005HSG -- Ireland Fund  

GBp 178.00  1.00  0.56%

Macroaxis considers Aegon Intl to be unknown risk. Aegon Intl Continental secures Sharpe Ratio (or Efficiency) of -0.0679 which signifies that Aegon Intl Continental had -0.0679% 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 Continental Euro Eq Tracker A 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 Continental Mean Deviation of 0.1009 and Risk Adjusted Performance of 0.093 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 Continental Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = -0.0382
Aegon Intl Almost negative betaAegon Intl Continental Beta Legend

Aegon Intl Continental 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 Continental Euro Eq Tracker A has beta of -0.0382 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. Moreover, Aegon Intl Continental Euro Eq Tracker A has an alpha of 0.0485 implying that it can potentially generate 0.0485% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is -1471.84. The daily returns are destributed with a variance of 3.49 and standard deviation of 1.87. The mean deviation of Aegon Intl Continental Euro Eq Tracker A is currently at 1.27. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.0485
β
Beta against DOW=0.04
σ
Overall volatility
=1.87
Ir
Information ratio =0.43

Aegon Intl Return Volatility

Aegon Intl Continental Euro Eq Tracker A accepts 1.8678% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% 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 1.87 and is 4.35 times more volatile than DOW. 17% 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 17 (%) 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 moderate downward daily trend and can be a good diversifier. Check odds of Aegon Intl to be traded at p;174.44 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

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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