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
Symbol
Run Premiums

Old Mutual Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.1217

Jensen Alpha  

0.1285

Total Risk Alpha  

0.0096

Sortino Ratio  

0.0

Treynor Ratio  

3.89

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 (%)  
      Timeline 

Current Sentiment - F00000TG3C

Old Mutual Global Investor Sentiment

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