|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
Old Mutual European Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual European Best Ideas has beta of -256.6054 suggesting as returns on its benchmark rise, returns on holding Old Mutual European Best Ideas are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Old Mutual is expected to outperform its benchmark. In addition to that, Old Mutual European Best Ideas has an alpha of 169.944 implying that it can potentially generate 169.944% excess return over DOW after adjusting for the inherited market risk (beta).
Old Mutual Return VolatilityOld Mutual European Best Ideas accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.