Our philosophy towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found nineteen technical indicators for Old Mutual European which you can use to evaluate future volatility of the fund. Please check Old Mutual European Downside Deviation of 2.34, Risk Adjusted Performance of 0.01 and Standard Deviation of 1408.29 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Old Mutual European Technical Analysis
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Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual has beta of 0.0 suggesting the returns on DOW and Old Mutual do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Old Mutual Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Old Mutual Investment Opportunity
DOW has a standard deviation of returns of 0.76 and is 9.223372036854776E16 times more volatile than Old Mutual European Best Ideas. 0% of all equities and portfolios are less risky than Old Mutual. Compared to the overall equity markets, volatility of historical daily returns of Old Mutual European Best Ideas is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Old Mutual Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||662.69|
Old Mutual Suggested Diversification Pairs
|Ford Motor vs. Old Mutual|
|Citigroup vs. Old Mutual|
|Facebook vs. Old Mutual|
|VMware vs. Old Mutual|
|Daqo New vs. Old Mutual|
|Alarm Com vs. Old Mutual|
|Microsoft vs. Old Mutual|
|Anadarko Petroleum vs. Old Mutual|
|Salesforce vs. Old Mutual|