Old Mutual (South Africa) Price on September 19, 2023
| OMU Stock | 1,316 12.00 0.92% |
If you're considering investing in Old Stock, it is important to understand the factors that can impact its price. As of today, the current price of Old Mutual stands at 1,316, as last reported on the 11th of December 2024, with the highest price reaching 1,321 and the lowest price hitting 1,294 during the day. At this point, Old Mutual is very steady. Old Mutual maintains Sharpe Ratio (i.e., Efficiency) of 0.098, which implies the firm had a 0.098% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Old Mutual, which you can use to evaluate the volatility of the company. Please check Old Mutual's Risk Adjusted Performance of 0.075, coefficient of variation of 1020.39, and Semi Deviation of 0.9772 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%.
Old Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Old |
Sharpe Ratio = 0.098
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| Cash | OMU | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.24 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Old Mutual is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Old Mutual by adding it to a well-diversified portfolio.
Old Mutual Valuation on September 19, 2023
It is possible to determine the worth of Old Mutual on a given historical date. On September 19, 2023 Old was worth 1091.85 at the beginning of the trading date compared to the closed value of 1094.57. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Old Mutual stock. Still, in general, we apply an absolute valuation method to find Old Mutual's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Old Mutual where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Old Mutual's related companies.
| Open | High | Low | Close | Volume | |
| 1,108 | 1,108 | 1,090 | 1,092 | 12,550,202 | |
09/19/2023 | 1,092 | 1,102 | 1,084 | 1,095 | 11,858,012 |
| 1,098 | 1,114 | 1,078 | 1,110 | 14,062,137 |
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Old Mutual Trading Date Momentum on September 19, 2023
| On September 20 2023 Old Mutual was traded for 1,110 at the closing time. The highest price during the trading period was 1,114 and the lowest recorded bid was listed for 1,078 . The volume for the day was 14.1 M. This history from September 20, 2023 contributed to the next trading day price growth. The trading delta at closing time to the next closing price was 1.41% . The trading delta at closing time to the current price is 0.41% . |
Old Mutual Fundamentals Correlations and Trends
By evaluating Old Mutual's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Old Mutual's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Old financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Old Mutual Stock history
Old Mutual investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Old is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Old Mutual will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Old Mutual stock prices may prove useful in developing a viable investing in Old Mutual
Old Mutual Stock Technical Analysis
Old Mutual technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Old Mutual Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
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Old Mutual December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Old Mutual stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Old Mutual shares will generate the highest return on investment. By undertsting and applying Old Mutual stock market strength indicators, traders can identify Old Mutual entry and exit signals to maximize returns
Old Mutual Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Old Mutual's price direction in advance. Along with the technical and fundamental analysis of Old Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Old to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 0.1141 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (6.15) |
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| Volume Indicators |
Complementary Tools for Old Stock analysis
When running Old Mutual's price analysis, check to measure Old Mutual's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Old Mutual is operating at the current time. Most of Old Mutual's value examination focuses on studying past and present price action to predict the probability of Old Mutual's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Old Mutual's price. Additionally, you may evaluate how the addition of Old Mutual to your portfolios can decrease your overall portfolio volatility.
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