Aegon Intl (Ireland) Alpha and Beta Analysis Overview

F000005OWT -- Ireland Fund  

GBp 228.00  2.00  0.87%

This module allows you to check different measures of market premium for Aegon Intl 8020 Defens Mgd Collection 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

α0.09β0.0474
30 days against DJI
Risk Adjusted Performance  

0.0324

Jensen Alpha  

0.01547

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.0672

Aegon Intl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Aegon Intl to competition

Aegon Intl Fundamental Vs Peers

FundamentalsAegon IntlPeer Average
Cash Position Weight14.57 % 14.48 %
Equity Positions Weight16.20 % 40.68 %
Bond Positions Weight59.89 % 14.72 %

Aegon Intl Opportunities

Aegon Intl Return and Market Media

The median price of Aegon Intl for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 227.0 with a coefficient of variation of 91.09. The daily time series for the period is distributed with a sample standard deviation of 116.87, arithmetic mean of 128.31, and mean deviation of 112.27. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000005OWT

Aegon Intl 8020 Investor Sentiment
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