Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000VCH0 -- Ireland Fund  

GBp 914.00  1.00  0.11%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Old Mutual Market Premiums

α0.036564β0.0009
30 days against DJI
Risk Adjusted Performance  

0.24

Jensen Alpha  

0.30

Total Risk Alpha  

0.42

Sortino Ratio  

0.0

Treynor Ratio  

6.72

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 Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 913.0 with a coefficient of variation of 77.47. The daily time series for the period is distributed with a sample standard deviation of 475.14, arithmetic mean of 613.33, and mean deviation of 408.89. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VCH0

Old Mutual IG Investor Sentiment
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