Old Mutual (Ireland) Risk Analysis And Volatility

F00000WAKU -- Ireland Fund  

EUR 10.61  0.00  0.00%

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 AR which you can use to evaluate future volatility of the fund. Please check Old Mutual AR Coefficient Of Variation of 4329.22 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Old Mutual AR Technical Analysis

Transformation
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Old Mutual Projected Return Density Against Market

Assuming 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.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Old Mutual Return Volatility

the 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.
 Performance (%) 
      Timeline 

Old Mutual Investment Opportunity

DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Old Mutual AR Govt Bd F EUR Hgd Acc. 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 AR Govt Bd F EUR Hgd Acc 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

Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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