Aegon Nv Stock Market Value
| AEGOF Stock | USD 8.00 0.55 7.38% |
| Symbol | Aegon |
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 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 Aegon NV.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in Aegon NV on May 25, 2025 and sell it all today you would earn a total of 0.00 from holding Aegon NV or generate 0.0% return on investment in Aegon NV over 90 days. Aegon NV is related to or competes with Zhibao Technology, NetEase, Old Republic, Bilibili, International Game, and United Fire. 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 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 Aegon NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1639 | |||
| Maximum Drawdown | 10.78 | |||
| Potential Upside | 6.19 |
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 | 0.1689 | |||
| Jensen Alpha | 0.42 | |||
| Total Risk Alpha | 0.1608 | |||
| Treynor Ratio | (1.46) |
Aegon NV Backtested Returns
Aegon NV appears to be somewhat reliable, given 3 months investment horizon. Aegon NV secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Aegon NV, which you can use to evaluate the volatility of the firm. Please makes use of Aegon NV's mean deviation of 0.9487, and Risk Adjusted Performance of 0.1689 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aegon NV holds a performance score of 17. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aegon NV are expected to decrease at a much lower rate. During the bear market, Aegon NV is likely to outperform the market. Please check Aegon NV's skewness, and the relationship between the information ratio and day median price , to make a quick decision on whether Aegon NV's price patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Aegon NV has very weak predictability. Overlapping area represents the amount of predictability between Aegon NV time series from 25th of May 2025 to 9th of July 2025 and 9th of July 2025 to 23rd of August 2025. 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 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 | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Aegon NV lagged returns against current returns
Autocorrelation, which is Aegon 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 Aegon NV's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aegon 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 Aegon NV pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aegon NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aegon Pink Sheet
Aegon NV financial ratios help investors to determine whether Aegon 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 Aegon with respect to the benefits of owning Aegon NV security.