Babson Capital (Ireland) Risk Analysis And Volatility Evaluation

F00000NNCI -- Ireland Fund  

USD 110.22  0.04  0.0363%

Our philosophy in foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Babson Capital Global Loan D USD which you can use to evaluate future volatility of the entity. Please confirm Babson Capital Global Mean Deviation of 0.0182 and Risk Adjusted Performance of 0.20 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Babson Capital Market Sensitivity

As returns on market increase, returns on owning Babson Capital are expected to decrease at a much smaller rate. During bear market, Babson Capital is likely to outperform the market.
One Month Beta |Analyze Babson Capital Global Demand Trend
Check current 30 days Babson Capital correlation with market (DOW)
β = -0.0021
Babson Capital Almost negative betaBabson Capital Global Beta Legend

Babson Capital Global Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Babson Capital Global Loan D USD has beta of -0.0021 suggesting as returns on benchmark increase, returns on holding Babson Capital are expected to decrease at a much smaller rate. During bear market, however, Babson Capital Global Loan D USD is likely to outperform the market. Additionally, Babson Capital Global Loan D USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0098
β
Beta against DOW=0.0021
σ
Overall volatility
=0.00
Ir
Information ratio =3.91

Actual Return Volatility

Babson Capital Global Loan D USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Babson Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Babson Capital Investment Opportunity
DOW has a standard deviation of returns of 0.59 and is 9.223372036854776E16 times more volatile than Babson Capital Global Loan D USD. 0% of all equities and portfolios are less risky than Babson Capital. Compared to the overall equity markets, volatility of historical daily returns of Babson Capital Global Loan D USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Babson Capital Global Loan D USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Babson Capital to be traded at $115.73 in 30 days. As returns on market increase, returns on owning Babson Capital are expected to decrease at a much smaller rate. During bear market, Babson Capital is likely to outperform the market.

Babson Capital correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Babson Capital Global Loan D U and equity matching DJI index in the same portfolio.
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