|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 Eurp Demand TrendCheck current 30 days Old Mutual correlation with market (DOW)|
β = 0.6113
Old Mutual Eurp Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 30 trading days horizon, Old Mutual has beta of 0.6113 . 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 Eurp Ex UK Smlr Coms U1 Acc will be expected to be much smaller as well. Additionally, Old Mutual Eurp Ex UK Smlr Coms U1 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 Eurp Ex UK Smlr Coms U1 Acc accepts 1.6073% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.