|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 UK Demand TrendCheck current 30 days Old Mutual correlation with market (DOW)|
β = 0.696
Old Mutual UK Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual has beta of 0.696 . This indicates 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 UK Alpha U2 GBP Acc will be expected to be much smaller as well. Moreover, Old Mutual UK Alpha U2 GBP Acc has an alpha of 0.8876 implying that it can potentially generate 0.8876% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Old Mutual Return VolatilityOld Mutual UK Alpha U2 GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.