Aegon Intl (Ireland) Alpha and Beta Analysis Overview

F0000040TP -- Ireland Fund  

GBp 203.00  3.00  1.50%

This module allows you to check different measures of market premium for Aegon Intl Schroder European Op B as well as systematic risk associated with investing in Aegon Intl over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Aegon Intl Market Premiums

α0.12β0.14
30 days against DJI
Risk Adjusted Performance  

0.40

Jensen Alpha  

0.17

Total Risk Alpha  

0.23

Sortino Ratio  

0.0

Treynor Ratio  

4.91

Aegon Intl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Aegon Intl to competition

Aegon Intl Fundamental Vs Peers

FundamentalsAegon IntlPeer Average
Cash Position Weight2.86 % 14.48 %
Equity Positions Weight97.04 % 40.68 %

Aegon Intl Opportunities

Aegon Intl Return and Market Media

The median price of Aegon Intl for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 201.0 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 103.93, arithmetic mean of 134.17, and mean deviation of 89.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0000040TP

Aegon Intl Schroder Investor Sentiment
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