Old Mutual (Ireland) Alpha and Beta Analysis Overview

IE00BRTNQV11 -- Ireland Fund  

GBp 1,619  1.00  0.06%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Old Mutual Market Premiums

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

0.1073

Jensen Alpha  

0.4879

Total Risk Alpha  

0.40

Sortino Ratio  

0.0

Treynor Ratio  

1.18

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, Aug 23, 2018 and Sat, Sep 22, 2018 is 1569.0 with a coefficient of variation of 82.37. The daily time series for the period is distributed with a sample standard deviation of 814.99, arithmetic mean of 989.38, and mean deviation of 761.07. 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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