Old Mutual (Ireland) Alpha and Beta Analysis Overview

    IE00BYVJRD56 -- Ireland Fund  

    USD 11.73  0.14  1.21%

    This module allows you to check different measures of market premium for Old Mutual Gold Silver I USD 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
    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 Investment5 M8.09 M

    Old Mutual Opportunities

    Old Mutual Return and Market Media

    The median price of Old Mutual for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 12.01519966 with a coefficient of variation of 69.96. The daily time series for the period is distributed with a sample standard deviation of 5.82, arithmetic mean of 8.32, and mean deviation of 5.29. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - IE00BYVJRD56

    Old Mutual Gold Investor Sentiment
    Macroaxis portfolio users are indifferent in their judgment towards investing in Old Mutual Gold Silver I USD Acc. What is your perspective on investing in Old Mutual Gold Silver I USD Acc? Are you bullish or bearish?
    50% Bullish
    50% Bearish

    Build Diversified Portfolios

    Align your risk with return expectations
    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Please also check Risk vs Return Analysis. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.