Old Mutual (Ireland) Probability of Target Price Finishing Over Current Price

    F0GBR05AFP -- Ireland Fund  

    USD 35.31  0.50  1.40%

    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.
    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
     35.31 30 days 35.31  ABOUT 11.49%
    Based on normal probability distribution, the odds of Old Mutual to move above current price in 30 days from now is about 11.49% (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 -0.1115 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
    =0.15
    β
    Beta against DOW=0.11
    σ
    Overall volatility
    =19.63
    Ir
    Information ratio =0.06

    Old Mutual Alerts

    Old Mutual Alerts and Suggestions

    Old Mutual Pacific is not yet fully synchronised with the market data
    Old Mutual Pacific generates negative expected return over the last 30 days
    The fund retains 98.25% of its assets under management (AUM) in equities
    Additionally see Investing Opportunities. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
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