|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 Continental Demand TrendCheck current 30 days Aegon Intl correlation with market (DOW)|
β = -0.0382
Aegon Intl Continental Technical Analysis
Aegon Intl Projected Return Density Against MarketAssuming 30 trading days horizon, Aegon Intl Continental Euro Eq Tracker A has beta of -0.0382 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 Continental Euro Eq Tracker A is likely to outperform the market. Moreover, Aegon Intl Continental Euro Eq Tracker A has an alpha of 0.0485 implying that it can potentially generate 0.0485% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Aegon Intl Return VolatilityAegon Intl Continental Euro Eq Tracker A accepts 1.8678% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.