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 UK which you can use to evaluate future volatility of the fund. Please check Old Mutual UK Coefficient Of Variation of 441.26 and Risk Adjusted Performance of 0.4078 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|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. 2 Months Beta |Analyze Old Mutual UK Demand TrendCheck current 30 days Old Mutual correlation with market (DOW)|
β = 0.0146
Old Mutual Central Daily Price Deviation
Old Mutual UK Technical Analysis
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Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual has beta of 0.0146 . 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, The company has an alpha of 0.4583 implying that it can potentially generate 0.4583% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.46|
|Beta against DOW||=||0.0146|
Old Mutual Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Old Mutual UK Alpha U2 GBP 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 UK Alpha U2 GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Old Mutual UK Alpha U2 GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Old Mutual to be traded at p;1095.13 in 30 days. . 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.
Old Mutual correlation with market