Old Mutual (Ireland) Risk Analysis And Volatility Evaluation

IE00BRTNQV11 -- Ireland Fund  

GBp 1,619  1.00  0.06%

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 Eurp which you can use to evaluate future volatility of the fund. Please check Old Mutual Eurp Coefficient Of Variation of 459.0 and Risk Adjusted Performance of 0.0945 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

One Month Beta |Analyze Old Mutual Eurp Demand Trend
Check current 30 days Old Mutual correlation with market (DOW)
β = -0.9383
Old Mutual llmost one BetaOld Mutual Eurp Beta Legend

Old Mutual Eurp Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Old Mutual Projected Return Density Against Market

Assuming 30 trading days horizon, Old Mutual Eurp Ex UK Smlr Coms R has beta of -0.9383 . This indicates Moreover, Old Mutual Eurp Ex UK Smlr Coms R has an alpha of 0.6543 implying that it can potentially generate 0.6543% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.65
β
Beta against DOW=0.94
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Old Mutual Return Volatility

Old Mutual Eurp Ex UK Smlr Coms R accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Old Mutual Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Old Mutual Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Old Mutual Eurp Ex UK Smlr Coms R. 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 Eurp Ex UK Smlr Coms R is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Old Mutual Eurp Ex UK Smlr Coms R to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Old Mutual to be traded at p;1699.95 in 30 days.

Old Mutual correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Old Mutual Eurp Ex UK Smlr Com and equity matching DJI index in the same portfolio.

Old Mutual Volatility Indicators

Old Mutual Eurp Ex UK Smlr Coms R Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Search macroaxis.com