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 twenty-one technical indicators for Old Mutual Local which you can use to evaluate future volatility of the fund. Please check Old Mutual Local to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Old Mutual Local 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 sensible. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Old Mutual is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Old Mutual Local Ccy EM Dbt U2 GBP Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
|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 0.7734% risk (volatility on return distribution) over the 30 days horizon.
Old Mutual Investment Opportunity
DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Old Mutual Local Ccy EM Dbt U2 GBP Acc. 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 Local Ccy EM Dbt U2 GBP Acc 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
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