|Horizon||30 Days Login to change|
Old Mutual Market Sensitivity
|One Month Beta |Analyze Old Mutual Eurp Demand TrendCheck current 30 days Old Mutual correlation with market (DOW)|
β = -0.9383
Old Mutual Eurp Technical Analysis
Old Mutual Projected Return Density Against MarketAssuming 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
Old Mutual Return VolatilityOld 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.