Old Mutual (Ireland) Alpha and Beta Analysis Overview

    F00000SJT0 -- Ireland Fund  

    GBp 1,161  45.00  4.03%

    This module allows you to check different measures of market premium for Old Mutual Local Ccy EM Dbt U2 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
    Symbol
    Run Premiums

    Old Mutual Market Premiums

    α0.024492β0.08
    30 days against DJI
    Risk Adjusted Performance  

    0.09

    Jensen Alpha  

    0.38

    Total Risk Alpha  

    0.78

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.51

    Old Mutual Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare Old Mutual to competition

    Old Mutual Fundamental Vs Peers

    FundamentalsOld MutualPeer Average
    Minimum Initial Investment250 M8.09 M
    Bond Positions Weight98.71 % 14.72 %

    Old Mutual Opportunities

    Old Mutual Return and Market Media

    The median price of Old Mutual for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 1195.0 with a coefficient of variation of 69.42. The daily time series for the period is distributed with a sample standard deviation of 579.59, arithmetic mean of 834.85, and mean deviation of 513.75. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000SJT0

    Old Mutual Local Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Old Mutual Local Ccy EM Dbt U2 GBP Acc. What is your perspective on investing in Old Mutual Local Ccy EM Dbt U2 GBP Acc? Are you bullish or bearish?
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