Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000QQD8 -- Ireland Fund  

GBp 1,513  56.00  3.57%

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.
Horizon     30 Days    Login   to change
Run Premiums

Old Mutual Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


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 Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 0.0 with a coefficient of variation of 188.74. The daily time series for the period is distributed with a sample standard deviation of 640.24, arithmetic mean of 339.23, and mean deviation of 524.26. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000QQD8

Old Mutual US Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Old Mutual US Dividend U1 GBP Acc. What is your perspective on investing in Old Mutual US Dividend U1 GBP Acc? Are you bullish or bearish?
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