Old Mutual (Ireland) Alpha and Beta Analysis Overview

    IE00BYVJRD56 -- Ireland Fund  

    USD 10.19  0.04  0.39%

    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.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Old Mutual Market Premiums

    α0.50β0.19
    30 days against DJI
    Risk Adjusted Performance  

    0.24

    Jensen Alpha  

    0.31

    Total Risk Alpha  

    0.09

    Sortino Ratio  

    0.0

    Treynor Ratio  

    3.09

    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 Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 11.85 with a coefficient of variation of 85.19. The daily time series for the period is distributed with a sample standard deviation of 6.03, arithmetic mean of 7.08, and mean deviation of 5.79. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    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?
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