|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
Old Mutual Local Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual Local Ccy EM Dbt U2 GBP Acc has beta of -0.0166 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 Local Ccy EM Dbt U2 GBP Acc is likely to outperform the market. Additionally, Old Mutual Local Ccy EM Dbt U2 GBP Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Old Mutual Return VolatilityOld Mutual Local Ccy EM Dbt U2 GBP Acc 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.