Aegon Intl (Ireland) Alpha and Beta Analysis Overview

F000005PCP -- Ireland Fund  

GBp 136.00  1.00  0.73%

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

Aegon Intl Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.62

Jensen Alpha  

1.70

Total Risk Alpha  

1.26

Sortino Ratio  

0.0

Treynor Ratio  

10.62

Aegon Intl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Aegon Intl to competition

Aegon Intl Fundamental Vs Peers

FundamentalsAegon IntlPeer Average
Cash Position Weight8.56 % 14.48 %
Equity Positions Weight91.31 % 40.68 %

Aegon Intl Opportunities

Aegon Intl Return and Market Media

The median price of Aegon Intl for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 145.0 with a coefficient of variation of 3.28. The daily time series for the period is distributed with a sample standard deviation of 4.69, arithmetic mean of 143.0, and mean deviation of 3.5. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000005PCP

Aegon Intl EMkts Investor Sentiment

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