Aegon Funding Stock Alpha and Beta Analysis
| AEFC Stock | USD 21.65 0.15 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aegon Funding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aegon Funding over a specified time horizon. Remember, high Aegon Funding's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Aegon Funding's market risk premium analysis include:
Beta 0.0345 | Alpha (0.04) | Risk 0.74 | Sharpe Ratio (0.06) | Expected Return (0.04) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Aegon |
Aegon Funding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aegon Funding market risk premium is the additional return an investor will receive from holding Aegon Funding long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Aegon Funding. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Aegon Funding's performance over market.| α | -0.04 | β | 0.03 |
Aegon Funding expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Aegon Funding's Buy-and-hold return. Our buy-and-hold chart shows how Aegon Funding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aegon Funding Market Price Analysis
Market price analysis indicators help investors to evaluate how Aegon Funding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aegon Funding shares will generate the highest return on investment. By understating and applying Aegon Funding stock market price indicators, traders can identify Aegon Funding position entry and exit signals to maximize returns.
Aegon Funding Return and Market Media
The median price of Aegon Funding for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 22.38 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 22.26, and mean deviation of 0.37. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Aegon Funding dividend paid on 16th of September 2024 | 09/16/2024 |
1 | Aegon Raises Views, Launches 158 Million Share Buyback - MSN | 11/20/2024 |
About Aegon Funding Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Aegon or other stocks. Alpha measures the amount that position in Aegon Funding has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2010 | 2023 | 2024 (projected) | Current Ratio | 1.38 | 1.24 | 1.1 | Net Debt To EBITDA | 427.27 | 384.55 | 341.82 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Aegon Funding in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Aegon Funding's short interest history, or implied volatility extrapolated from Aegon Funding options trading.
Build Portfolio with Aegon Funding
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Aegon Funding Backtesting, Aegon Funding Valuation, Aegon Funding Correlation, Aegon Funding Hype Analysis, Aegon Funding Volatility, Aegon Funding History and analyze Aegon Funding Performance. For information on how to trade Aegon Stock refer to our How to Trade Aegon Stock guide.You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Aegon Funding 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.