Old Mutual (Ireland) Alpha and Beta Analysis Overview

F0GBR05AFP -- Ireland Fund  

USD 40.31  0.70  1.71%

This module allows you to check different measures of market premium for Old Mutual Pacific Equity B USD Acc 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

α0.13β0.0365
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.031167

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

0.80

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
Cash Position Weight1.68 % 14.48 %
Equity Positions Weight98.25 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 0.0 with a coefficient of variation of 149.83. The daily time series for the period is distributed with a sample standard deviation of 20.62, arithmetic mean of 13.76, and mean deviation of 18.77. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR05AFP

Old Mutual Pacific Investor Sentiment
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