Old Mutual (Ireland) Probability of Target Price Finishing Over Current Price |
| IE00BRTNQV11 -- Ireland Fund | GBp 1,699 80.00 4.94% |
Old Mutual probability of target price tool provides mechanism to make assumptions about upside and downside potential of Old Mutual Eurp Ex UK Smlr Coms R 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 |
| Symbol: | Refresh Odds |
Old Mutual Target Price Odds to finish over
| Current Price | Horizon | Target Price | Odds to move above current price in 30 days |
| 1,699 | 30 days | 1,699 | ABOUT 20.67% |
Based on normal probability distribution, the odds of Old Mutual to move above current price in 30 days from now is about 20.67% (This Old Mutual Eurp Ex UK Smlr Coms R 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 Eurp Ex UK Smlr Coms R has beta of -0.8696 . This indicates Additionally Old Mutual Eurp Ex UK Smlr Coms R has an alpha of 0.7302 implying that it can potentially generate 0.7302% excess return over DOW after adjusting for the inherited market risk (beta). Old Mutual Price Density |
α | Alpha over DOW | = | 0.73 | |
β | Beta against DOW | = | 0.87 | |
σ | Overall volatility | = | 805.60 | |
Ir | Information ratio | = | 0.16 |
Old Mutual Technical Analysis
Old Mutual Predictive Forecast Models
Old Mutual Alerts
Old Mutual Alerts and Suggestions
| The fund retains about 5.89% of its assets under management (AUM) in cash |
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