|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 has beta of 0.0652 suggesting as returns on market go up, Old Mutual average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Old Mutual Global Eq AR A Hgd Acc will be expected to be much smaller as well. Additionally, Old Mutual Global Eq AR A Hgd 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 Global Eq AR A Hgd Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.