Old Mutual (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for Old Mutual Eurp Ex UK Smlr Coms U1 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

α0.96β0.16
30 days against DJI
Risk Adjusted Performance  

0.19

Jensen Alpha  

0.29

Total Risk Alpha  

0.05

Sortino Ratio  

0.0

Treynor Ratio  

0.65

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment75 M8.09 M
Cash Position Weight5.89 % 14.48 %
Equity Positions Weight94.11 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 13.97 with a coefficient of variation of 73.97. The daily time series for the period is distributed with a sample standard deviation of 7.02, arithmetic mean of 9.49, and mean deviation of 6.32. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BRTNQD39

Old Mutual Eurp Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Old Mutual Eurp Ex UK Smlr Coms U1 Acc. What is your perspective on investing in Old Mutual Eurp Ex UK Smlr Coms U1 Acc? Are you bullish or bearish?
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