Aegon Intl (Ireland) Alpha and Beta Analysis Overview

B50W497 -- Ireland Fund  

GBp 171.00  2.00  1.16%

This module allows you to check different measures of market premium for Aegon Intl 4060 Core Ptfl V1 as well as systematic risk associated with investing in Aegon Intl over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Aegon Intl Market Premiums

α0.35β0.29
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.06

Total Risk Alpha  

0.014647

Sortino Ratio  

0.0

Treynor Ratio  

0.7918

Aegon Intl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Aegon Intl to competition

Aegon Intl Fundamental Vs Peers

FundamentalsAegon IntlPeer Average
Cash Position Weight9.85 % 14.48 %
Equity Positions Weight52.68 % 40.68 %
Bond Positions Weight33.88 % 14.72 %

Aegon Intl Opportunities

Aegon Intl Return and Market Media

The median price of Aegon Intl for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 175.0 with a coefficient of variation of 46.71. The daily time series for the period is distributed with a sample standard deviation of 68.24, arithmetic mean of 146.08, and mean deviation of 48.69. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - B50W497

Aegon Intl 4060 Investor Sentiment

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