Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000VCH0 -- Ireland Fund  

GBp 907.00  4.00  0.44%

This module allows you to check different measures of market premium for Old Mutual IG Corporate Bd U1 GBP H 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

α0.23β0.12
30 days against DJI
Risk Adjusted Performance  

0.14

Jensen Alpha  

0.17

Total Risk Alpha  

0.33

Sortino Ratio  

0.0

Treynor Ratio  

11.81

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment100 M8.09 M
Last Dividend Paid0.071.05
Cash Position Weight45.77 % 14.48 %
Bond Positions Weight42.38 % 14.72 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 913.0 with a coefficient of variation of 64.23. The daily time series for the period is distributed with a sample standard deviation of 428.14, arithmetic mean of 666.55, and mean deviation of 363.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VCH0

Old Mutual IG Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Old Mutual IG Corporate Bd U1 GBP H. What is your perspective on investing in Old Mutual IG Corporate Bd U1 GBP H? 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 Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
Search macroaxis.com