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 Global which you can use to evaluate future volatility of the fund. Please check Old Mutual Global to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Old Mutual Global 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 correlated. 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 Global Bond U1 GBP is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
|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 0.0% risk (volatility on return distribution) over the 30 days horizon.
Old Mutual Investment Opportunity
Old Mutual Global Bond U1 GBP has the same returns volatility as DOW considering given time horizon. 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 Global Bond U1 GBP 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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