Babson Capital (Ireland) Risk Analysis And Volatility

F00000NNCI -- Ireland Fund  

USD 106.86  0.54  0.50%

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

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Babson Capital Global Technical Analysis

Transformation
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Babson Capital Projected Return Density Against Market

Assuming 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.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Babson Capital Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

Babson Capital Suggested Diversification Pairs

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