Aegon Intl (Ireland) Risk Analysis And Volatility Evaluation

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 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 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 0.0 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 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Aegon Intl Return Volatility

Aegon Intl Henderson Cautious Mgd B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2951% 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

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 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.

Aegon Intl Volatility Indicators

Aegon Intl Henderson Cautious Mgd B Current Risk Indicators

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