Old Mutual European Best Ideas holds Standard Deviation of 1408.29, Downside Deviation of 2.34 and Risk Adjusted Performance of 0.2041. Old Mutual European technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the fund future prices. In other words you can use this information to find out if the fund will indeed mirror its model of past market data or the prices will eventually revert. We found eighteen technical drivers for Old Mutual European which can be compared to its competitors. Please check Old Mutual European Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if Old Mutual European is priced some-what accurately providing market reflects its current price of 1784.0 per share.
|Horizon||30 Days Login to change|
Old Mutual European Technical Analysis
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Old Mutual European Trend AnalysisUse this graph to draw trend lines for Old Mutual European Best Ideas. You can use it to identify possible trend reversals for Old Mutual as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Old Mutual price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Old Mutual Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Old Mutual European Best Ideas applied against its price change over selected period. The best fit line has a slop of 72.45 % which means Old Mutual European Best Ideas will continue producing value for investors. It has 78 observation points and a regression sum of squares at 5.185991379E7, which is the sum of squared deviations for the predicted Old Mutual price change compared to its average price change.
|Risk Adjusted Performance||0.2041|
|Market Risk Adjusted Performance||2.25|
|Coefficient Of Variation||662.68|
|Total Risk Alpha||339.29|
|Value At Risk||(1.73)|
|Expected Short fall||(425.71)|