Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000TG3C -- Ireland Fund  

USD 1.28  0.00  0.00%

This module allows you to check different measures of market premium for Old Mutual Global Eq AR A 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 Investment1 K8.09 M
Cash Position Weight19.42 % 14.48 %
Equity Positions Weight77.47 % 40.68 %
Bond Positions Weight0.99 % 14.72 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 1.29 with a coefficient of variation of 79.29. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 0.82, and mean deviation of 0.6. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000TG3C

Old Mutual Global Investor Sentiment

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