|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 Global Bond U1 GBP has beta of -0.0622 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 Global Bond U1 GBP is likely to outperform the market. Moreover, Old Mutual Global Bond U1 GBP has an alpha of 0.0374 implying that it can potentially generate 0.0374% excess return over DOW after adjusting for the inherited market risk (beta).
Old Mutual Return VolatilityOld Mutual Global Bond U1 GBP accepts 0.58% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% risk (volatility on return distribution) over the 30 days horizon.