OLD MUTUAL (Germany) Market Value
| 2KS Stock | EUR 0.51 0.03 5.56% |
| Symbol | OLD |
OLD MUTUAL 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to OLD MUTUAL's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of OLD MUTUAL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in OLD MUTUAL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding OLD MUTUAL LTD or generate 0.0% return on investment in OLD MUTUAL over 90 days. OLD MUTUAL is related to or competes with Thai Beverage, Molson Coors, Television Broadcasts, TV BROADCAST, China Resources, Boston Beer, and BOSTON BEER. Old Mutual Limited, through its subsidiaries, provides financial services to retail and corporate customers in South Afr... More
OLD MUTUAL Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure OLD MUTUAL's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess OLD MUTUAL LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.5 | |||
| Information Ratio | 0.0281 | |||
| Maximum Drawdown | 28.29 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 12.96 |
OLD MUTUAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OLD MUTUAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OLD MUTUAL's standard deviation. In reality, there are many statistical measures that can use OLD MUTUAL historical prices to predict the future OLD MUTUAL's volatility.| Risk Adjusted Performance | 0.0555 | |||
| Jensen Alpha | 0.417 | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | 0.0237 | |||
| Treynor Ratio | (0.37) |
OLD MUTUAL LTD Backtested Returns
At this point, OLD MUTUAL is out of control. OLD MUTUAL LTD maintains Sharpe Ratio (i.e., Efficiency) of 0.0156, which implies the firm had a 0.0156 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for OLD MUTUAL LTD, which you can use to evaluate the volatility of the company. Please check OLD MUTUAL's Mean Deviation of 4.16, risk adjusted performance of 0.0555, and Semi Deviation of 4.84 to confirm if the risk estimate we provide is consistent with the expected return of 0.0962%. OLD MUTUAL has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.83, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning OLD MUTUAL are expected to decrease at a much lower rate. During the bear market, OLD MUTUAL is likely to outperform the market. OLD MUTUAL LTD now holds a risk of 6.16%. Please check OLD MUTUAL LTD downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if OLD MUTUAL LTD will be following its historical price patterns.
Auto-correlation | -0.32 |
Poor reverse predictability
OLD MUTUAL LTD has poor reverse predictability. Overlapping area represents the amount of predictability between OLD MUTUAL time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of OLD MUTUAL LTD price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current OLD MUTUAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
OLD MUTUAL LTD lagged returns against current returns
Autocorrelation, which is OLD MUTUAL stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting OLD MUTUAL's stock expected returns. We can calculate the autocorrelation of OLD MUTUAL returns to help us make a trade decision. For example, suppose you find that OLD MUTUAL has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
OLD MUTUAL regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If OLD MUTUAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OLD MUTUAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OLD MUTUAL stock over time.
Current vs Lagged Prices |
| Timeline |
OLD MUTUAL Lagged Returns
When evaluating OLD MUTUAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OLD MUTUAL stock have on its future price. OLD MUTUAL autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, OLD MUTUAL autocorrelation shows the relationship between OLD MUTUAL stock current value and its past values and can show if there is a momentum factor associated with investing in OLD MUTUAL LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in OLD Stock
OLD MUTUAL financial ratios help investors to determine whether OLD Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in OLD with respect to the benefits of owning OLD MUTUAL security.