Old Mutual (UK) Technical Analysis
OMU Stock | 55.20 0.70 1.28% |
As of the 1st of December, Old Mutual holds the Standard Deviation of 18.77, downside deviation of 1.7, and Risk Adjusted Performance of 0.1053. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Old Mutual, as well as the relationship between them. Please check Old Mutual standard deviation, value at risk, kurtosis, as well as the relationship between the jensen alpha and semi variance to decide if Old Mutual is priced some-what accurately, providing market reflects its current price of 55.2 per share.
Old Mutual Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Old, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to OldOld |
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.
Old Mutual Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Old Mutual volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Old Mutual Trend Analysis
Use this graph to draw trend lines for Old Mutual. You can use it to identify possible trend reversals for Old Mutual as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Old Mutual price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Old Mutual Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Old Mutual applied against its price change over selected period. The best fit line has a slop of 0.82 , which means Old Mutual will continue generating value for investors. It has 122 observation points and a regression sum of squares at 25265.03, which is the sum of squared deviations for the predicted Old Mutual price change compared to its average price change.About Old Mutual Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Old Mutual on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Old Mutual based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Old Mutual price pattern first instead of the macroeconomic environment surrounding Old Mutual. By analyzing Old Mutual's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Old Mutual's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Old Mutual specific price patterns or momentum indicators. Please read more on our technical analysis page.
Old Mutual December 1, 2024 Technical Indicators
Most technical analysis of Old help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Old from various momentum indicators to cycle indicators. When you analyze Old charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1053 | |||
Market Risk Adjusted Performance | (0.66) | |||
Mean Deviation | 4.76 | |||
Downside Deviation | 1.7 | |||
Coefficient Of Variation | 798.49 | |||
Standard Deviation | 18.77 | |||
Variance | 352.43 | |||
Information Ratio | 0.1179 | |||
Jensen Alpha | 2.79 | |||
Total Risk Alpha | (0.79) | |||
Sortino Ratio | 1.31 | |||
Treynor Ratio | (0.67) | |||
Maximum Drawdown | 155.46 | |||
Value At Risk | (2.17) | |||
Potential Upside | 3.33 | |||
Downside Variance | 2.87 | |||
Semi Variance | (0.61) | |||
Expected Short fall | (5.89) | |||
Skewness | 8.02 | |||
Kurtosis | 64.88 |
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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