Old Mutual (Ireland) Alpha and Beta Analysis Overview

F00000VCH1 -- Ireland Fund  

GBp 1,041  8.00  0.76%

This module allows you to check different measures of market premium for Old Mutual Global Bond U1 GBP 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

α1.48β0.09
30 days against DJI
Risk Adjusted Performance  

0.001242

Jensen Alpha  

0.0033

Total Risk Alpha  

0.0685

Sortino Ratio  

0.2941

Treynor Ratio  

0.10

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 Paid0.051.05
Cash Position Weight11.96 % 14.48 %
Bond Positions Weight87.94 % 14.72 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 1067.0 with a coefficient of variation of 93.44. The daily time series for the period is distributed with a sample standard deviation of 548.91, arithmetic mean of 587.45, and mean deviation of 534.05. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VCH1

Old Mutual Global Investor Sentiment

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