|Horizon||30 Days Login to change|
Babson Capital Market Sensitivity
|As returns on market increase, Babson Capital returns are expected to increase less than the market. However during bear market, the loss on holding Babson Capital will be expected to be smaller as well.One Month Beta |Analyze Babson Capital Glbl Demand TrendCheck current 30 days Babson Capital correlation with market (DOW)|
β = 0.0015
Babson Capital Glbl Technical Analysis
Babson Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Babson Capital has beta of 0.0015 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 Glbl HY Crdt Strat B GBP will be expected to be much smaller as well. Additionally, Babson Capital Glbl HY Crdt Strat B GBP 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
Babson Capital Return VolatilityBabson Capital Glbl HY Crdt Strat B GBP accepts 0.2622% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.