Old Mutual (South Africa) Performance
| OMU Stock | 1,112 16.00 1.42% |
The company holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, Old Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding Old Mutual is expected to be smaller as well. At this point, Old Mutual has a negative expected return of -0.24%. Please make sure to check Old Mutual's treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if Old Mutual performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Old Mutual has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in April 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 33.8 B | |
| Total Cashflows From Investing Activities | -16.9 B |
Old |
Old Mutual Relative Risk vs. Return Landscape
If you would invest 129,500 in Old Mutual on December 14, 2024 and sell it today you would lose (18,300) from holding Old Mutual or give up 14.13% of portfolio value over 90 days. Old Mutual is generating negative expected returns and assumes 1.5973% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Old, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Old Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Old Mutual's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Old Mutual, and traders can use it to determine the average amount a Old Mutual's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1509
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OMU |
Estimated Market Risk
| 1.6 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Old Mutual is not performing at its full potential. However, 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 Old Mutual to a well-diversified portfolio.
Old Mutual Fundamentals Growth
Old Stock prices reflect investors' perceptions of the future prospects and financial health of Old Mutual, and Old Mutual fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Old Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0057 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.07 % | |||
| Current Valuation | 31.66 B | |||
| Shares Outstanding | 4.71 B | |||
| Price To Book | 0.80 X | |||
| Price To Sales | 0.36 X | |||
| Revenue | 246.22 B | |||
| EBITDA | 15.99 B | |||
| Total Debt | 16.51 B | |||
| Book Value Per Share | 13.21 X | |||
| Cash Flow From Operations | 20.12 B | |||
| Earnings Per Share | 1.98 X | |||
| Total Asset | 1.05 T | |||
About Old Mutual Performance
By analyzing Old Mutual's fundamental ratios, stakeholders can gain valuable insights into Old Mutual's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Old Mutual has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Old Mutual has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Old Mutual performance evaluation
Checking the ongoing alerts about Old Mutual for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Old Mutual help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Old Mutual generated a negative expected return over the last 90 days | |
| About 56.0% of the company shares are owned by institutional investors |
- Analyzing Old Mutual's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Old Mutual's stock is overvalued or undervalued compared to its peers.
- Examining Old Mutual's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Old Mutual's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Old Mutual's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Old Mutual's stock. These opinions can provide insight into Old Mutual's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |