Old Mutual (Ireland) Alpha and Beta Analysis Overview

IE00BFWH6491 -- Ireland Fund  

GBp 1,138  13.00  1.16%

This module allows you to check different measures of market premium for Old Mutual UK Alpha A GBP Acc as well as systematic risk associated with investing in Old Mutual over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Old Mutual Market Premiums

α1.54β0.09
30 days against DJI
Risk Adjusted Performance  

0.316

Jensen Alpha  

0.1625

Total Risk Alpha  

0.236

Sortino Ratio  

0.0

Treynor Ratio  

2.24

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Price to Earning14.79 times7.60 times
Price to Book1.55 times1.04 times
Price to Sales0.84 times1.03 times
One Year Return(2.43) % 2.30 %
Net Asset159.36 M1.37 B
Minimum Initial Investment1 K8.09 M
Equity Positions Weight99.71 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 0.0 with a coefficient of variation of 167.15. The daily time series for the period is distributed with a sample standard deviation of 559.05, arithmetic mean of 334.45, and mean deviation of 486.48. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BFWH6491

Old Mutual UK Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Old Mutual UK Alpha A GBP Acc. What is your perspective on investing in Old Mutual UK Alpha A GBP Acc? Are you bullish or bearish?
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