Aegon NV (Netherlands) Market Value
| AGN Stock | EUR 5.88 0.08 1.38% |
| Symbol | Aegon |
Aegon NV '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 Aegon NV's stock 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 Aegon NV.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Aegon NV on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Aegon NV or generate 0.0% return on investment in Aegon NV over 90 days. Aegon NV is related to or competes with ING Groep, Koninklijke KPN, ABN Amro, NN Group, and Koninklijke Philips. Aegon N.V. provides a range of financial services in the Americas, Europe, and Asia More
Aegon NV 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 Aegon NV's stock 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 Aegon NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.035 | |||
| Maximum Drawdown | 11.77 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 2.25 |
Aegon NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aegon NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aegon NV's standard deviation. In reality, there are many statistical measures that can use Aegon NV historical prices to predict the future Aegon NV's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0228 | |||
| Total Risk Alpha | 0.1985 | |||
| Treynor Ratio | (0.07) |
Aegon NV Backtested Returns
Currently, Aegon NV is somewhat reliable. Aegon NV secures Sharpe Ratio (or Efficiency) of 0.0288, which signifies that the company had a 0.0288 % return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for Aegon NV, which you can use to evaluate the volatility of the firm. Please confirm Aegon NV's mean deviation of 1.12, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.0525%. Aegon NV has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aegon NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aegon NV is expected to be smaller as well. Aegon NV right now shows a risk of 1.82%. Please confirm Aegon NV jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Aegon NV will be following its price patterns.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Aegon NV has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Aegon NV time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Aegon NV price movement. The serial correlation of -0.78 indicates that around 78.0% of current Aegon NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Aegon NV lagged returns against current returns
Autocorrelation, which is Aegon NV stock'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 Aegon NV's stock expected returns. We can calculate the autocorrelation of Aegon NV returns to help us make a trade decision. For example, suppose you find that Aegon NV has exhibited high autocorrelation historically, and you observe that the stock 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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Aegon NV 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 Aegon NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aegon NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aegon NV stock over time.
Current vs Lagged Prices |
| Timeline |
Aegon NV Lagged Returns
When evaluating Aegon NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aegon NV stock have on its future price. Aegon NV 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, Aegon NV autocorrelation shows the relationship between Aegon NV stock current value and its past values and can show if there is a momentum factor associated with investing in Aegon NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Aegon Stock Analysis
When running Aegon NV's price analysis, check to measure Aegon NV'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 Aegon NV is operating at the current time. Most of Aegon NV's value examination focuses on studying past and present price action to predict the probability of Aegon NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aegon NV's price. Additionally, you may evaluate how the addition of Aegon NV to your portfolios can decrease your overall portfolio volatility.