Old Mutual (Ireland) Probability of Target Price Finishing Over

    F0GBR05AFP -- Ireland Fund  

    USD 40.31  0.70  1.71%

    Old Mutual probability of target price tool provides mechanism to make assumptions about upside and downside potential of Old Mutual Pacific Equity B USD Acc performance during a given time horizon utilizing its historical volatility. Please specify Old Mutual time horizon, a valid symbol (red box) and a target price (blue box) you would like Old Mutual odds to be computed. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
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    Old Mutual Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     40.31 30 days 40.31  ABOUT 9.9%
    Based on normal probability distribution, the odds of Old Mutual to move above current price in 30 days from now is about 9.9% (This Old Mutual Pacific Equity B USD Acc probability density function shows the probability of Old Mutual Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Old Mutual Pacific Equity B USD Acc has beta of -0.1075 suggesting as returns on benchmark increase, returns on holding Old Mutual are expected to decrease at a much smaller rate. During bear market, however, Old Mutual Pacific Equity B USD Acc is likely to outperform the market. Additionally Old Mutual Pacific Equity B USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Old Mutual Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.03
    β
    Beta against DOW=0.11
    σ
    Overall volatility
    =20.62
    Ir
    Information ratio =0.12

    Old Mutual Alerts

    Old Mutual Alerts and Suggestions
    The fund retains 98.25% of its assets under management (AUM) in equities
    Additionally see Investing Opportunities. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.