Old Mutual (Ireland) Alpha and Beta Analysis Overview

F0GBR04N67 -- Ireland Fund  

USD 31.10  0.10  0.32%

This module allows you to check different measures of market premium for Old Mutual North American Eq A USD 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
Run Premiums

Old Mutual Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Old Mutual Fundamentals

 Better Than Average     
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment1 K8.09 M
Equity Positions Weight100.00 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 29.84 with a coefficient of variation of 75.03. The daily time series for the period is distributed with a sample standard deviation of 15.13, arithmetic mean of 20.16, and mean deviation of 13.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F0GBR04N67

Old Mutual North Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Old Mutual North American Eq A USD Acc. What is your perspective on investing in Old Mutual North American Eq A USD Acc? Are you bullish or bearish?
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Additionally see Investing Opportunities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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