Aegon Intl (Ireland) Risk Analysis And Volatility

F000005OWT -- Ireland Fund  

GBp 2.29  0.00445  0.19%

We consider Aegon Intl unknown risk. Aegon Intl 8020 secures Sharpe Ratio (or Efficiency) of 0.2383 which signifies that the fund had 0.2383% of return per unit of standard deviation over the last 2 months. 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 8020 Defens Mgd Collection B which you can use to evaluate future volatility of the entity. Please confirm Aegon Intl 8020 Mean Deviation of 4.4 and Risk Adjusted Performance of (0.09) to double-check if risk estimate we provide are consistent with the epected return of 0.0735%.
Horizon     30 Days    Login   to change

Aegon Intl Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Aegon Intl will likely underperform.
2 Months Beta |Analyze Aegon Intl 8020 Demand Trend
Check current 30 days Aegon Intl correlation with market (DOW)
β = 6.9397

Aegon Intl Central Daily Price Deviation

Aegon Intl 8020 Technical Analysis

Transformation
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Aegon Intl Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 6.9397 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Aegon Intl will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Aegon Intl 8020 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aegon Intl is 419.71. The daily returns are destributed with a variance of 0.1 and standard deviation of 0.31. The mean deviation of Aegon Intl 8020 Defens Mgd Collection B is currently at 0.24. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
α
Alpha over DOW
=3.34
β
Beta against DOW=6.94
σ
Overall volatility
=0.31
Ir
Information ratio =0.16

Aegon Intl Return Volatility

the fund accepts 0.3083% volatility on return distribution over the 30 days horizon. the entity inherits 0.6692% 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 0.67 and is 2.16 times more volatile than Aegon Intl 8020 Defens Mgd Collection B. 2% 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 8020 Defens Mgd Collection B is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Aegon Intl 8020 Defens Mgd Collection B to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Aegon Intl to be traded at p;2.4 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Aegon Intl will likely underperform.

Aegon Intl correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Aegon Intl 8020 Defens Mgd Col and equity matching DJI index in the same portfolio.

Aegon Intl Volatility Indicators

Aegon Intl 8020 Defens Mgd Collection B Current Risk Indicators

Additionally see Investing Opportunities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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