AEGON (AEG)
AEGON Beta: 2.258
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AEG Beta Range, Past 5 Years
| Minimum | 1.966 | Jul 2008 |
| Maximum | 3.361 | May 2007 |
| Average | 2.394 |
About Beta 60 Month
YCharts calculates the 60 month market beta by regressing stock returns less the risk free rate of returns on the market returns less the risk free rate of return (Market returns come from the S&P 500 Total Returns Index (SPXTR), and the risk free rate is the 4 Week Average T-Bill (Monthly). There must be a minimum of 36 months of stock returns for a company to have its beta calculated.
Beta is a measure of the risk of a stock when it is included in a well-diversified portfolio.
In financial theory, the Capital Asset Pricing Model breaks down expected stock returns into two components. The first is the return that would be expected based on covariance with the movements of the market (for most stocks, when the market as a whole goes up, the price of the stock will also go up). The second part is the increase in the price of a stock that is not explained by the market. The first part - covariance with the market - is what Beta captures.
When Beta is positive, the stock price tends to move in the same direction as the market, and the magnitude of Beta tells by how much. If a stock's Beta is greater than 1, that means that when the market index goes up 1%, we expect the stock will go up by more than 1%. On the contrary, if the market goes down by 1%, we expect the stock to go down by more than 1%. Negative Betas, while rare, signify a negative correlation. When the market goes up, we would expect the stock price to go down.
For readers with a background in regression analysis, Beta is the slope of the linear regression shown in the formula below, where Returns are the return on an individual stock or portfolio, Rf is the risk free rate, RMarket is the return on a market portfolio, and e is an error term.
Learn More
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AEG News
about 10 days ago by azendrian
about 16 days ago by DynamicDividend
Apr 12, 2:00AM PR Newswire
Mar 28, 9:44AM Street Insider
Mar 23, 11:15AM PR Newswire
Mar 13, 3:36PM Business Wire
Feb 27, 11:24AM theflyonthewall.com
Jan 25, 2:00AM PR Newswire
about 147 days ago by bradloncar
about 157 days ago by kevintinkle
about 185 days ago by Kian007
about 208 days ago by Xiphos_Trading
about 298 days ago by Xiphos_Trading
about 314 days ago by Xiphos_Trading
about 394 days ago by dpinsen
about 413 days ago by RatioCynic
about 438 days ago by jimvanmeerten
about 458 days ago by Street_Insider
about 463 days ago by ABtrader
about 509 days ago by StocksOptionsFutures
Recent Quotes
| Symbol | Price | Chg | Chg % | Market Cap |
|---|---|---|---|---|
| AEG | 4.30 | -0.01 | -0.23% | 8.211B |
| ABD | 9.40 | -0.08 | -0.84% | 523.11M |
| ABCO | 94.61 | -1.67 | -1.73% | 1.577B |
| ABCD | 1.36 | +0.08 | +6.25% | 67.40M |
| ABCB | 11.42 | -0.13 | -1.13% | 271.22M |
| ABC | 36.90 | +0.44 | +1.21% | 9.514B |
| ABB | 16.18 | -0.22 | -1.34% | 37.45B |
| ADAT | 0.70 | -0.03 | -3.89% | 37.66M |
| ACY | 11.95 | -0.80 | -6.27% | 18.40M |
| ACXM | 13.97 | +0.69 | +5.20% | 1.092B |
