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

    IE00BFWH6491 -- Ireland Fund  

    GBp 1,043  20.00  0.02%

    Old Mutual probability of target price tool provides mechanism to make assumptions about upside and downside potential of Old Mutual UK Alpha A GBP 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. Please also check Risk vs Return Analysis.
    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
     1,043 30 days 1,043  ABOUT 31.36%
    Based on normal probability distribution, the odds of Old Mutual to move above current price in 30 days from now is about 31.36% (This Old Mutual UK Alpha A GBP 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 has beta of 0.0248 . This indicates as returns on market go up, Old Mutual average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Old Mutual UK Alpha A GBP Acc will be expected to be much smaller as well. Additionally The company has an alpha of 0.1078 implying that it can potentially generate 0.1078% excess return over DOW after adjusting for the inherited market risk (beta).
     Old Mutual Price Density 
          Price 
    α
    Alpha over DOW
    =0.11
    β
    Beta against DOW=0.0248
    σ
    Overall volatility
    =582.12
    Ir
    Information ratio =0.12

    Old Mutual Alerts

    Old Mutual Alerts and Suggestions

    Old Mutual UK is not yet fully synchronised with the market data
    Old Mutual UK generates negative expected return over the last 30 days
    The fund retains 99.71% of its assets under management (AUM) in equities

    Price Density Drivers

    Old Mutual Health Indicators

    Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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