Aegon Nv Adr Stock Market Value
| AEG Stock | USD 6.23 0.03 0.48% |
| Symbol | Aegon |
Aegon NV ADR Price To Book Ratio
Is Life & Health Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Aegon NV. If investors know Aegon will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Aegon NV listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.60) | Dividend Share 0.32 | Earnings Share (0.08) | Revenue Per Share 7.257 | Quarterly Revenue Growth (0.04) |
The market value of Aegon NV ADR is measured differently than its book value, which is the value of Aegon that is recorded on the company's balance sheet. Investors also form their own opinion of Aegon NV's value that differs from its market value or its book value, called intrinsic value, which is Aegon NV's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Aegon NV's market value can be influenced by many factors that don't directly affect Aegon NV's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Aegon NV's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aegon NV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aegon NV's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Aegon NV on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Aegon NV ADR or generate 0.0% return on investment in Aegon NV over 720 days. Aegon NV is related to or competes with Hartford Financial, Goosehead Insurance, International General, Enstar Group, American International, Axa Equitable, and Sun Life. Aegon N.V. provides insurance, pensions, and asset management services in the Americas, the Netherlands, and the United ... 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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.29 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.61 |
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 | 0.0629 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0945 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aegon NV'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.
Aegon NV ADR Backtested Returns
At this point, Aegon NV is not too volatile. Aegon NV ADR secures Sharpe Ratio (or Efficiency) of 0.0587, which signifies that the company had a 0.0587% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Aegon NV ADR, which you can use to evaluate the volatility of the firm. Please confirm Aegon NV's risk adjusted performance of 0.0629, and Mean Deviation of 1.1 to double-check if the risk estimate we provide is consistent with the expected return of 0.0813%. Aegon NV has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. Aegon NV returns are very sensitive to returns on the market. As the market goes up or down, Aegon NV is expected to follow. Aegon NV ADR right now shows a risk of 1.38%. Please confirm Aegon NV ADR maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Aegon NV ADR will be following its price patterns.
Auto-correlation | 0.16 |
Very weak predictability
Aegon NV ADR has very weak predictability. Overlapping area represents the amount of predictability between Aegon NV time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. 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 ADR price movement. The serial correlation of 0.16 indicates that over 16.0% of current Aegon NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Aegon NV ADR 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 ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Aegon NV ADR is a strong investment it is important to analyze Aegon NV's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Aegon NV's future performance. For an informed investment choice regarding Aegon Stock, refer to the following important reports:Check out Aegon NV Correlation, Aegon NV Volatility and Aegon NV Alpha and Beta module to complement your research on Aegon NV. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Aegon NV technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.