Old Mutual (Ireland) Alpha and Beta Analysis Overview

IE00BYR8H148 -- Ireland Fund  

EUR 13.80  0.15  1.10%

This module allows you to check different measures of market premium for Old Mutual World Equity A EUR 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

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

0.1633

Jensen Alpha  

0.2857

Total Risk Alpha  

0.6913

Sortino Ratio  

0.442

Treynor Ratio  

1.43

Old Mutual Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Old Mutual to competition

Old Mutual Fundamental Vs Peers

FundamentalsOld MutualPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight1.83 % 14.48 %
Equity Positions Weight98.16 % 40.68 %

Old Mutual Opportunities

Old Mutual Return and Market Media

The median price of Old Mutual for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 12.82849979 with a coefficient of variation of 40.96. The daily time series for the period is distributed with a sample standard deviation of 4.68, arithmetic mean of 11.42, and mean deviation of 3.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BYR8H148

Old Mutual World Investor Sentiment

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