The fund holds Beta of 0.0319 which implies 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. Even though it is essential to pay attention to Old Mutual Global current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Old Mutual Global exposes twenty-one different technical indicators which can help you to evaluate its performance.
|Horizon||30 Days Login to change|
Old Mutual Global Relative Risk vs. Return LandscapeIf you would invest 1,123 in Old Mutual Global Equity A USD on December 20, 2018 and sell it today you would lose (90.00) from holding Old Mutual Global Equity A USD or give up 8.01% of portfolio value over 30 days. Old Mutual Global Equity A USD is generating negative expected returns and assumes 2.2359% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than Old Mutual and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Old Mutual Current Valuation
Old Mutual is Unknown risk asset. Old Mutual Global recent Real Value cannot be determined due to lack of data. The prevailing price of Old Mutual Global is $10.33. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Old Mutual Global from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point stocks prices and their ongoing real values will merge together.
Old Mutual Market Risk Analysis
Sharpe Ratio = -0.609
Old Mutual Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceOver the last 30 days Old Mutual Global Equity A USD has generated negative risk-adjusted returns adding no value to fund investors.
|Fifty Two Week Low||9.6905|
|Fifty Two Week High||9.6905|