Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

F000005OWB -- Ireland Fund  

GBp 196.00  2.00  1.03%

Macroaxis considers Aegon Intl to be unknown risk. Aegon Intl Henderson secures Sharpe Ratio (or Efficiency) of -0.5 which signifies that Aegon Intl Henderson had -0.5% 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 Henderson Cautious Mgd B 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 Henderson to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Aegon Intl Henderson 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 has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Aegon Intl are completely uncorrelated. Furthermore, Aegon Intl Henderson Cautious Mgd BIt does not look like Aegon Intl alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is -200.0. The daily returns are destributed with a variance of 2.25 and standard deviation of 1.5. The mean deviation of Aegon Intl Henderson Cautious Mgd B is currently at 1.13. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.50
Ir
Information ratio =0.00

Aegon Intl Return Volatility

Aegon Intl Henderson Cautious Mgd B accepts 1.5% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% 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 Henderson Cautious Mgd B has a volatility of 1.5 and is 3.57 times more volatile than DOW. 13% 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 Henderson Cautious Mgd B is lower than 13 (%) of all global equities and portfolios over the last 30 days.

Aegon Intl Volatility Indicators

Aegon Intl Henderson Cautious Mgd B Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Search macroaxis.com