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

    IE00BYVJRD56 -- Ireland Fund  

    USD 9.79  0.72  6.85%

    Old Mutual probability of target price tool provides mechanism to make assumptions about upside and downside potential of Old Mutual Gold Silver I 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. 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
     9.79 30 days 9.79  ABOUT 49.64%
    Based on normal probability distribution, the odds of Old Mutual to move above current price in 30 days from now is about 49.64% (This Old Mutual Gold Silver I 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 Gold Silver I USD Acc has beta of -0.1219 . This indicates 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 Gold Silver I USD Acc is likely to outperform the market. Additionally Old Mutual Gold Silver I 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 
          Price 
    α
    Alpha over DOW
    =0.1
    β
    Beta against DOW=0.12
    σ
    Overall volatility
    =5.01
    Ir
    Information ratio =0.05

    Old Mutual Alerts

    Old Mutual Alerts and Suggestions

    Old Mutual Gold is not yet fully synchronised with the market data
    Old Mutual Gold generates negative expected return over the last 30 days
    Old Mutual Gold has high historical volatility and very poor performance

    Price Density Drivers

    Old Mutual Health Indicators

    Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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