The organization shows Beta (market volatility) of 0.0963 which signifies that as returns on market increase, Babson Capital returns are expected to increase less than the market. However during bear market, the loss on holding Babson Capital will be expected to be smaller as well. Although it is extremely important to respect Babson Capital Global historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Babson Capital Global technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Risk-Adjusted Fund Performance
Risk-Adjusted Fund PerformanceOver the last 30 days Babson Capital Global Loan D USD has generated negative risk-adjusted returns adding no value to fund investors. Allthough quite persistent forward indicators, Babson Capital is not utilizing all of its potentials. The current stock price mess, may contribute to short standing losses for the partners.
|Fifty Two Week Low||106.88|
|Fifty Two Week High||107.13|
|Annual Report Expense Ratio||0.74%|
|Horizon||30 Days Login to change|
Babson Capital Global Relative Risk vs. Return LandscapeIf you would invest 10,686 in Babson Capital Global Loan D USD on May 27, 2019 and sell it today you would earn a total of 0.00 from holding Babson Capital Global Loan D USD or generate 0.0% return on investment over 30 days. Babson Capital Global Loan D USD is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Babson Capital and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Babson Capital Current Valuation
June 26, 2019
Babson Capital is Unknown risk asset. Babson Capital Global prevailing Real Value cannot be determined due to lack of data. The current price of Babson Capital Global is $106.86. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Babson Capital Global from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.
Babson Capital Market Risk Analysis
Sharpe Ratio = 0.0