Old Mutual (Ireland) Alpha and Beta Analysis Overview

F000001V0M -- Ireland Fund  

GBp 1,941  23.00  1.17%

This module allows you to check different measures of market premium for Old Mutual European Best Ideas as well as systematic risk associated with investing in Old Mutual over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Old Mutual Market Premiums

α0.024565β0.38
30 days against DJI
Risk Adjusted Performance  

0.0186

Jensen Alpha  

0.228

Total Risk Alpha  

0.67

Sortino Ratio  

0.0

Treynor Ratio  

0.032434

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight8.56 % 14.48 %
Equity Positions Weight91.44 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 1894.0 with a coefficient of variation of 102.38. The daily time series for the period is distributed with a sample standard deviation of 996.33, arithmetic mean of 973.14, and mean deviation of 973.14. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000001V0M

Old Mutual European Investor Sentiment

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