|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
Old Mutual World Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual has beta of 0.0738 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 World Equity A EUR Acc will be expected to be much smaller as well. Moreover, Old Mutual World Equity A EUR Acc has an alpha of 0.4986 implying that it can potentially generate 0.4986% excess return over DOW after adjusting for the inherited market risk (beta).
Old Mutual Return VolatilityOld Mutual World Equity A EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.