|Horizon||30 Days Login to change|
Aegon Intl Market Sensitivity
|As returns on market increase, returns on owning Aegon Intl are expected to decrease at a much smaller rate. During bear market, Aegon Intl is likely to outperform the market.One Month Beta |Analyze Aegon Intl Schroder Demand TrendCheck current 30 days Aegon Intl correlation with market (DOW)|
β = -0.0969
Aegon Intl Central Daily Price Deviation
Aegon Intl Schroder Technical Analysis
Aegon Intl Projected Return Density Against MarketAssuming 30 trading days horizon, Aegon Intl Schroder European Op B has beta of -0.0969 suggesting as returns on benchmark increase, returns on holding Aegon Intl are expected to decrease at a much smaller rate. During bear market, however, Aegon Intl Schroder European Op B is likely to outperform the market. Additionally, Aegon Intl Schroder European Op B has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Aegon Intl Return VolatilityAegon Intl Schroder European Op B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.