|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
|As returns on market increase, Old Mutual returns are expected to increase less than the market. However during bear market, the loss on holding Old Mutual will be expected to be smaller as well.One Month Beta |Analyze Old Mutual AR Demand TrendCheck current 30 days Old Mutual correlation with market (DOW)|
β = 0.0094
Old Mutual AR Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual has beta of 0.0094 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 AR Govt Bd F EUR Hgd Acc will be expected to be much smaller as well. Additionally, Old Mutual AR Govt Bd F EUR Hgd Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Old Mutual Return VolatilityOld Mutual AR Govt Bd F EUR Hgd Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.