Our philosophy in foreseeing volatility of a fund is to use all available market data together with fund 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 0.4452 and Risk Adjusted Performance of 0.01 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Babson Capital Global Technical Analysis
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Babson Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Babson Capital has beta of 0.0 suggesting the returns on DOW and Babson Capital do not appear to be very sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Babson Capital Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Babson Capital Investment Opportunity
DOW has a standard deviation of returns of 0.78 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.
Babson Capital Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||(609.77)|
|Value At Risk||(0.92)|
Babson Capital Suggested Diversification Pairs