Old Mutual (Ireland) Alpha and Beta Analysis Overview

    F00000WAKU -- Ireland Fund  

    EUR 10.61  0.00  0.00%

    This module allows you to check different measures of market premium for Old Mutual AR Govt Bd F EUR Hgd 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  

    0.01364

    Jensen Alpha  

    0.003251

    Total Risk Alpha  

    0.0072

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.27

    Old Mutual Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare Old Mutual to competition

    Old Mutual Fundamental Vs Peers

    FundamentalsOld MutualPeer Average
    Minimum Initial Investment25 M8.09 M

    Old Mutual Opportunities

    Old Mutual Return and Market Media

    The median price of Old Mutual for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 10.6 with a coefficient of variation of 76.13. The daily time series for the period is distributed with a sample standard deviation of 5.23, arithmetic mean of 6.88, and mean deviation of 4.85. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000WAKU

    Old Mutual AR Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Old Mutual AR Govt Bd F EUR Hgd Acc. What is your perspective on investing in Old Mutual AR Govt Bd F EUR Hgd Acc? Are you bullish or bearish?
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