Ageas Sanv Stock Market Value
| AGESF Stock | USD 69.40 0.00 0.00% |
| 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.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Ageas SANV on December 23, 2025 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 30 days. Ageas SANV is related to or competes with Sun Life, Gjensidige Forsikring, Israel Discount, Aegon NV, Absa Group, Alpha Bank, and Mapfre SA. 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.6 |
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 | 0.0732 | |||
| Jensen Alpha | 0.0484 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 4.38 |
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
At this point, Ageas SANV is very steady. ageas SANV secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for ageas SANV, which you can use to evaluate the volatility of the firm. Please confirm Ageas SANV's Coefficient Of Variation of 971.26, mean deviation of 0.1412, and Risk Adjusted Performance of 0.0732 to double-check if the risk estimate we provide is consistent with the expected return of 0.0654%. Ageas SANV has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0113, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ageas SANV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ageas SANV is expected to be smaller as well. ageas SANV right now shows a risk of 0.61%. Please confirm ageas SANV variance, as well as the relationship between the skewness and day typical price , to decide if ageas SANV will be following its price patterns.
Auto-correlation | 1.00 |
Perfect predictability
ageas SANV has perfect predictability. Overlapping area represents the amount of predictability between Ageas SANV time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd of January 2026. 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 1.0 indicates that 100.0% of current Ageas SANV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
| Timeline |
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 |
| Timeline |
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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Ageas Pink Sheet
Ageas SANV financial ratios help investors to determine whether Ageas Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ageas with respect to the benefits of owning Ageas SANV security.