Ageas Sanv Stock Market Value
| AGESY Stock | USD 58.80 0.34 0.57% |
| Symbol | Ageas |
Ageas SANV 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ageas SANV's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ageas SANV.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Ageas SANV on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding ageas SANV or generate 0.0% return on investment in Ageas SANV over 90 days. Ageas SANV is related to or competes with Assicurazioni Generali, AXA SA, Sampo OYJ, Zurich Insurance, Athene Holding, Athene Holding, and Arch Capital. ageas SANV, together with its subsidiaries, engages in insurance business in Europe and Asia More
Ageas SANV Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ageas SANV's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ageas SANV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.2624 | |||
| Maximum Drawdown | 5.59 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.09 |
Ageas SANV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ageas SANV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ageas SANV's standard deviation. In reality, there are many statistical measures that can use Ageas SANV historical prices to predict the future Ageas SANV's volatility.| Risk Adjusted Performance | 0.1635 | |||
| Jensen Alpha | 0.2162 | |||
| Total Risk Alpha | 0.3819 | |||
| Sortino Ratio | 0.2641 | |||
| Treynor Ratio | (3.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ageas SANV's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ageas SANV Backtested Returns
Ageas SANV appears to be very steady, given 3 months investment horizon. ageas SANV secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ageas SANV, which you can use to evaluate the volatility of the firm. Please makes use of Ageas SANV's Mean Deviation of 0.9825, semi deviation of 1.06, and Risk Adjusted Performance of 0.1635 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ageas SANV holds a performance score of 16. The firm shows a Beta (market volatility) of -0.0654, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ageas SANV are expected to decrease at a much lower rate. During the bear market, Ageas SANV is likely to outperform the market. Please check Ageas SANV's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Ageas SANV's price patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
ageas SANV has very good predictability. Overlapping area represents the amount of predictability between Ageas SANV time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ageas SANV price movement. The serial correlation of 0.84 indicates that around 84.0% of current Ageas SANV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 5.44 |
ageas SANV lagged returns against current returns
Autocorrelation, which is Ageas SANV pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ageas SANV's pink sheet expected returns. We can calculate the autocorrelation of Ageas SANV returns to help us make a trade decision. For example, suppose you find that Ageas SANV has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Ageas SANV regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ageas SANV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ageas SANV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ageas SANV pink sheet over time.
Current vs Lagged Prices |
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Ageas SANV Lagged Returns
When evaluating Ageas SANV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ageas SANV pink sheet have on its future price. Ageas SANV autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ageas SANV autocorrelation shows the relationship between Ageas SANV pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ageas SANV.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Ageas Pink Sheet Analysis
When running Ageas SANV's price analysis, check to measure Ageas SANV's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ageas SANV is operating at the current time. Most of Ageas SANV's value examination focuses on studying past and present price action to predict the probability of Ageas SANV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ageas SANV's price. Additionally, you may evaluate how the addition of Ageas SANV to your portfolios can decrease your overall portfolio volatility.