Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000TG3C -- Ireland Fund  

USD 1.23  0.02  1.60%

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

α0.27   β0.0012
30 days against DJI

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment1K8.09M
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 Wed, Oct 10, 2018 and Sun, Dec 9, 2018 is 1.28 with a coefficient of variation of 53.07. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 1.01, and mean deviation of 0.43. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000TG3C

Old Mutual Global Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Old Mutual Global Eq AR A Acc. What is your perspective on investing in Old Mutual Global Eq AR A Acc? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Search macroaxis.com