|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
|As returns on market increase, returns on owning Old Mutual are expected to decrease at a much smaller rate. During bear market, Old Mutual is likely to outperform the market.One Month Beta |Analyze Old Mutual US Demand TrendCheck current 30 days Old Mutual correlation with market (DOW)|
β = -0.2004
Old Mutual US Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual US Dividend U1 GBP Acc has beta of -0.2004 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 US Dividend U1 GBP Acc is likely to outperform the market. Moreover, Old Mutual US Dividend U1 GBP Acc has an alpha of 0.0724 implying that it can potentially generate 0.0724% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Old Mutual Return VolatilityOld Mutual US Dividend U1 GBP Acc accepts 2.5726% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.