Babson Capital (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for Babson Capital Global Loan D USD as well as systematic risk associated with investing in Babson Capital over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Babson Capital Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.0544

Jensen Alpha  

0.004

Total Risk Alpha  

0.004828

Sortino Ratio  

0.0

Treynor Ratio  

0.8526

Babson Capital Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Babson Capital to competition

Babson Capital Fundamental Vs Peers

FundamentalsBabson CapitalPeer Average
Minimum Initial Investment1000 K8.09 M
Last Dividend Paid1.261.05

Babson Capital Opportunities

Babson Capital Return and Market Media

The median price of Babson Capital for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 110.18 with a coefficient of variation of 86.07. The daily time series for the period is distributed with a sample standard deviation of 56.93, arithmetic mean of 66.15, and mean deviation of 52.92. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000NNCI

Babson Capital Global Investor Sentiment

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