As of 21 of January Old Mutual holds Risk Adjusted Performance of 0.857, Standard Deviation of 0.6588 and Downside Deviation of 0.3773. Old Mutual Value technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the fund future prices. In other words you can use this information to find out if the fund will indeed mirror its model of past market data or the prices will eventually revert. We found eighteen technical drivers for Old Mutual Value which can be compared to its competitors. Please check Old Mutual Value Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if Old Mutual Value is priced some-what accurately providing market reflects its current price of 148.22 per share.
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Old Mutual Value Technical Analysis
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Old Mutual Value Trend AnalysisUse this graph to draw trend lines for Old Mutual Value Global Equity E USD Acc. You can use it to identify possible trend reversals for Old Mutual as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Old Mutual price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Old Mutual Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Old Mutual Value Global Equity E USD Acc applied against its price change over selected period. The best fit line has a slop of 0.39 % which means Old Mutual Value Global Equity E USD Acc will continue generating value for investors. It has 78 observation points and a regression sum of squares at 1535.72, which is the sum of squared deviations for the predicted Old Mutual price change compared to its average price change.
Check real value of public entities based on technical and fundamental data
|All Next||Launch Equity Valuation|
|Risk Adjusted Performance||0.857|
|Market Risk Adjusted Performance||18.66|
|Coefficient Of Variation||221.62|
|Total Risk Alpha||0.3066|
|Value At Risk||(0.45)|
|Expected Short fall||(0.55)|
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