Aegon Nv Adr Stock Alpha and Beta Analysis
| AEG Stock | USD 6.37 0.06 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aegon NV ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aegon NV over a specified time horizon. Remember, high Aegon NV'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 NV's market risk premium analysis include:
Beta 0.35 | Alpha 0.0144 | Risk 1.53 | Sharpe Ratio 0.011 | Expected Return 0.0168 |
Aegon NV Quarterly Cash And Equivalents |
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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 NV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aegon NV market risk premium is the additional return an investor will receive from holding Aegon NV 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 NV. 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 NV's performance over market.| α | 0.01 | β | 0.35 |
Aegon NV 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 NV's Buy-and-hold return. Our buy-and-hold chart shows how Aegon NV performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aegon NV Market Price Analysis
Market price analysis indicators help investors to evaluate how Aegon NV 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 NV shares will generate the highest return on investment. By understating and applying Aegon NV stock market price indicators, traders can identify Aegon NV position entry and exit signals to maximize returns.
Aegon NV Return and Market Media
The median price of Aegon NV for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 6.32 with a coefficient of variation of 3.92. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 6.24, and mean deviation of 0.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | AEGs Iconic London Festivals Achieve Greener Festival Certifications for Exceptional Sustainable Initiatives | 11/05/2024 |
2 | With 43 percent institutional ownership, Aegon Ltd. is a favorite amongst the big guns | 11/21/2024 |
3 | Audio Innovation Leader L-Acoustics to Open Future Americas Operations Headquarters at Nashville Yards | 12/09/2024 |
4 | Aegon sets net-zero investment targets for 2030 | 12/11/2024 |
5 | EUR 200 million share buyback completed | 12/16/2024 |
6 | LA Galaxy and Major League Soccer Partner on MLS Cup Legacy Project | 12/18/2024 |
7 | Aligned Exteriors Group Announces Partnership with Home Pro Roofing, Expanding its Service Area into Michigan and Ohio | 12/23/2024 |
8 | AEG Earns Top Score in Human Rights Campaign Foundations 20242025 Corporate Equality Index for Sixth Consecutive Year | 01/07/2025 |
9 | HART Museum and Aegon announce partnership | 01/08/2025 |
10 | Woolpert Welcomes Chief Information Officer with Geospatial, MA, Tech Startup Experience | 01/16/2025 |
About Aegon NV 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 NV ADR 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.
| 2022 | 2023 | 2024 | 2025 (projected) | PTB Ratio | 0.68 | 1.32 | 1.51 | 1.84 | Dividend Yield | 0.0174 | 0.0498 | 0.0448 | 0.047 |
Aegon NV Upcoming Company Events
As portrayed in its financial statements, the presentation of Aegon NV's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aegon NV's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aegon NV's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aegon NV. Please utilize our Beneish M Score to check the likelihood of Aegon NV's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Aegon NV
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
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Check out Aegon NV Backtesting, Aegon NV Valuation, Aegon NV Correlation, Aegon NV Hype Analysis, Aegon NV Volatility, Aegon NV History and analyze Aegon NV Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
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.