Ageas Sanv Stock Market Value
| AGESY Stock | USD 51.38 0.53 1.04% |
| Symbol | Ageas |
Ageas SA/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 Ageas SA/NV'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 SA/NV.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Ageas SA/NV on December 7, 2022 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 SA/NV over 720 days. Ageas SA/NV 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 SA/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 Ageas SA/NV'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 | 1.13 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.83 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.7 |
Ageas SA/NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ageas SA/NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ageas SA/NV's standard deviation. In reality, there are many statistical measures that can use Ageas SA/NV historical prices to predict the future Ageas SA/NV's volatility.| Risk Adjusted Performance | 0.0392 | |||
| Jensen Alpha | 0.0399 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 2.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ageas SA/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.
Ageas SA/NV Backtested Returns
At this stage we consider Ageas Pink Sheet to be very steady. Ageas SA/NV secures Sharpe Ratio (or Efficiency) of 0.0046, which signifies that the company had a 0.0046% 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 confirm Ageas SA/NV's Semi Deviation of 1.03, risk adjusted performance of 0.0392, and Mean Deviation of 0.812 to double-check if the risk estimate we provide is consistent with the expected return of 0.0048%. The firm shows a Beta (market volatility) of 0.0172, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ageas SA/NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ageas SA/NV is expected to be smaller as well. Ageas SA/NV right now shows a risk of 1.05%. Please confirm Ageas SA/NV potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if Ageas SA/NV will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
ageas SANV has modest reverse predictability. Overlapping area represents the amount of predictability between Ageas SA/NV time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 Ageas SA/NV price movement. The serial correlation of -0.5 indicates that about 50.0% of current Ageas SA/NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 18.93 |
Ageas SA/NV lagged returns against current returns
Autocorrelation, which is Ageas SA/NV 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 SA/NV's pink sheet expected returns. We can calculate the autocorrelation of Ageas SA/NV returns to help us make a trade decision. For example, suppose you find that Ageas SA/NV 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 SA/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 Ageas SA/NV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ageas SA/NV 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 SA/NV pink sheet over time.
Current vs Lagged Prices |
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Ageas SA/NV Lagged Returns
When evaluating Ageas SA/NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ageas SA/NV pink sheet have on its future price. Ageas SA/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, Ageas SA/NV autocorrelation shows the relationship between Ageas SA/NV 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 |
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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 SA/NV's price analysis, check to measure Ageas SA/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 Ageas SA/NV is operating at the current time. Most of Ageas SA/NV's value examination focuses on studying past and present price action to predict the probability of Ageas SA/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 Ageas SA/NV's price. Additionally, you may evaluate how the addition of Ageas SA/NV to your portfolios can decrease your overall portfolio volatility.