Old Mutual (Ireland) Manager Performance Evaluation

F00000W0DO -- Ireland Fund  

EUR 13.94  0.30  2.20%

The fund holds Beta of -0.9461 which implies . Although it is vital to follow to Old Mutual World current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any fund is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Old Mutual World expected return of 1.0788 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
 Time Horizon     30 Days    Login   to change

Old Mutual World Relative Risk vs. Return Landscape

If you would invest  1,350  in Old Mutual World Equity A EUR Acc on June 20, 2018 and sell it today you would earn a total of  44.00  from holding Old Mutual World Equity A EUR Acc or generate 3.26% return on investment over 30 days. Old Mutual World Equity A EUR Acc is generating 1.0788% of daily returns and assumes 1.1003% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Old Mutual World Equity A EUR Acc and 80% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Old Mutual World Equity A EUR Acc is expected to generate 1.84 times more return on investment than the market. However, the company is 1.84 times more volatile than its market benchmark. It trades about 0.98 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

Old Mutual Current Valuation

Not valued
July 20, 2018
13.94
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Old Mutual is Unknown risk asset. Old Mutual World recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual World is €13.94. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual World from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.

Old Mutual Market Risk Analysis

Sharpe Ratio = 0.9805
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Old Mutual Relative Performance Indicators

Estimated Market Risk
 1.1
  actual daily
 
 90 %
of total potential
  
Expected Return
 1.08
  actual daily
 
 20 %
of total potential
  
Risk-Adjusted Return
 0.98
  actual daily
 
 64 %
of total potential
  
Based on monthly moving average Old Mutual is performing at about 64% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Old Mutual by adding it to a well-diversified portfolio.

Performance Rating

Old Mutual World Equity A EUR Acc Risk Adjusted Performance Analysis
64 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Old Mutual World Equity A EUR Acc are ranked lower than 64 (%) of all funds and portfolios of funds over the last 30 days.

Old Mutual Alerts

Equity Alerts and Improvement Suggestions
The fund retains 98.16% of its assets under management (AUM) in equities
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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