Old Mutual (Ireland) Risk Analysis And Volatility

F000001V0M -- Ireland Fund  

GBp 1,639  24.00  1.44%

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

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Old Mutual European Technical Analysis

Transformation
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Old Mutual Projected Return Density Against Market

Assuming 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.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Old Mutual Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

Old Mutual Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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