|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
Old Mutual Global Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual Global Bond S GBP has beta of -0.0207 suggesting as returns on benchmark increase, returns on holding Old Mutual are expected to decrease at a much smaller rate. During bear market, however, Old Mutual Global Bond S GBP is likely to outperform the market. Moreover, Old Mutual Global Bond S GBP has an alpha of 0.1704 implying that it can potentially generate 0.1704% excess return over DOW after adjusting for the inherited market risk (beta).
Old Mutual Return VolatilityOld Mutual Global Bond S GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.