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
Run Premiums

Old Mutual Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


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 (%)  

Current Sentiment - IE00BYR8H148

Old Mutual World Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Old Mutual World Equity A EUR Acc. What is your perspective on investing in Old Mutual World Equity A EUR Acc? Are you bullish or bearish?
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