As of 20 of January Old Mutual holds Coefficient Of Variation of 4612.35, Semi Deviation of 0.5236 and Risk Adjusted Performance of 0.0244. Old Mutual Global 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 nineteen technical drivers for Old Mutual Global which can be compared to its competitors. Please check Old Mutual Global Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if Old Mutual Global is priced some-what accurately providing market reflects its current price of 945.0 per share.
|Horizon||30 Days Login to change|
Old Mutual Global Technical Analysis
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Old Mutual Global Trend AnalysisUse this graph to draw trend lines for Old Mutual Global Bond S GBP. 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 Global Bond S GBP applied against its price change over selected period. The best fit line has a slop of ? % . It has 0 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Old Mutual price change compared to its average price change.
View history of all your transactions and understand their impact on performance
|All Next||Launch Transaction History|
|Risk Adjusted Performance||0.0244|
|Market Risk Adjusted Performance||(1.39)|
|Coefficient Of Variation||4612.35|
|Total Risk Alpha||0.0258|
|Value At Risk||(1.03)|
|Expected Short fall||(0.85)|
Old Mutual Global One Year Return
Based on recorded statements Old Mutual Global Bond S GBP has One Year Return of 4.34%. This is 294.55% higher than that of the Old Mutual Global Investors (UK) Limited family, and 253.41% lower than that of Global Bond category, The One Year Return for all funds is 88.7% lower than the firm.
Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.