|Horizon||30 Days Login to change|
Babson Capital Market Sensitivity
Babson Capital Global Technical Analysis
Babson Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Babson Capital has beta of 0.0219 suggesting as returns on market go up, Babson Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Babson Capital Global Loan D USD will be expected to be much smaller as well. Moreover, Babson Capital Global Loan D USD has an alpha of 0.0694 implying that it can potentially generate 0.0694% excess return over DOW after adjusting for the inherited market risk (beta).
Babson Capital Return VolatilityBabson Capital Global Loan D USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2898% risk (volatility on return distribution) over the 30 days horizon.