Old Mutual (Ireland) Alpha and Beta Analysis Overview

IE00BRTNQD39 -- Ireland Fund  

USD 13.29  0.54  3.90%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Old Mutual Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

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 Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 14.53 with a coefficient of variation of 82.81. The daily time series for the period is distributed with a sample standard deviation of 7.53, arithmetic mean of 9.09, and mean deviation of 6.82. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BRTNQD39

Old Mutual Eurp Investor Sentiment
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