|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 TrendCheck current 30 days Babson Capital correlation with market (DOW)|
β = -0.0033
Babson Capital Global Technical Analysis
Babson Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Babson Capital Global Loan D USD has beta of -0.0033 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. Moreover, Babson Capital Global Loan D USD has an alpha of 0.0017 implying that it can potentially generate 0.0017% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Babson Capital Return VolatilityBabson Capital Global Loan D USD accepts 0.4925% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.