Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000QQD8 -- Ireland Fund  

GBp 1,504  21.00  1.42%

This module allows you to check different measures of market premium for Old Mutual US Dividend U1 GBP Acc as well as systematic risk associated with investing in Old Mutual over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Old Mutual Market Premiums

α0.03β0.41
30 days against DJI
Risk Adjusted Performance  

0.1875

Jensen Alpha  

0.4503

Total Risk Alpha  

0.1729

Sortino Ratio  

0.0

Treynor Ratio  

0.6144

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment75 M8.09 M
Cash Position Weight2.73 % 14.48 %
Equity Positions Weight97.27 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Sun, Jun 17, 2018 and Tue, Jul 17, 2018 is 1324.0 with a coefficient of variation of 93.03. The daily time series for the period is distributed with a sample standard deviation of 722.93, arithmetic mean of 777.1, and mean deviation of 699.39. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QQD8

Old Mutual US Investor Sentiment
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