Aegon Intl (Ireland) Risk Analysis And Volatility

F000005OWB -- Ireland Fund  

GBp 189.00  2.00  1.05%

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 Henderson Cautious Mgd B which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl Henderson Mean Deviation of 0.2946 and Risk Adjusted Performance of (0.002693) 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, Aegon Intl returns are expected to increase less than the market. However during bear market, the loss on holding Aegon Intl will be expected to be smaller as well.
2 Months Beta |Analyze Aegon Intl Henderson Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = 0.02

Aegon Intl Central Daily Price Deviation

Aegon Intl Henderson Technical Analysis

Transformation
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Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, Aegon Intl has beta of 0.02 suggesting as returns on market go up, Aegon Intl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Aegon Intl Henderson Cautious Mgd B will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Aegon Intl Henderson is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Aegon Intl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% 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 0.7 and is 9.223372036854776E16 times more volatile than Aegon Intl Henderson Cautious Mgd B. 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 Henderson Cautious Mgd B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl Henderson Cautious Mgd B to protect your portfolios 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;183.33 in 30 days. . As returns on market increase, Aegon Intl returns are expected to increase less than the market. However during bear market, the loss on holding Aegon Intl will be expected to be smaller as well.

Aegon Intl correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Aegon Intl Henderson Cautious and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl Henderson Cautious Mgd B Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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