Old Mutual (Ireland) Alpha and Beta Analysis Overview

IE00BRTNQV11 -- Ireland Fund  

GBp 1,701  35.00  2.10%

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

α0.89β0.0095
30 days against DJI
Risk Adjusted Performance  

0.1426

Jensen Alpha  

0.3904

Total Risk Alpha  

0.0335

Sortino Ratio  

0.0

Treynor Ratio  

0.7669

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment5 M8.09 M
Last Dividend Paid0.351.05
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 Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 1569.0 with a coefficient of variation of 86.1. The daily time series for the period is distributed with a sample standard deviation of 818.99, arithmetic mean of 951.2, and mean deviation of 760.96. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BRTNQV11

Old Mutual Eurp Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in Old Mutual Eurp Ex UK Smlr Coms R. What is your perspective on investing in Old Mutual Eurp Ex UK Smlr Coms R? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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