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 Glbl HY Crdt Strat B GBP which you can use to evaluate future volatility of the entity. Please confirm Babson Capital Glbl Mean Deviation of 0.1691 and Risk Adjusted Performance of
(0.1) 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 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. 2 Months Beta |Analyze Babson Capital Glbl Demand TrendCheck current 30 days Babson Capital correlation with market (DOW)|
β = 0.0138
Babson Capital Central Daily Price Deviation
Babson Capital Glbl Technical Analysis
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Babson Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Babson Capital has beta of 0.0138 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Babson Capital Glbl is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.04|
|Beta against DOW||=||0.0138|
Babson Capital Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8126% risk (volatility on return distribution) over the 30 days horizon.
Babson Capital Investment Opportunity
DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Babson Capital Glbl HY Crdt Strat B GBP. 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 Glbl HY Crdt Strat B GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Babson Capital Glbl HY Crdt Strat B GBP to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Babson Capital to be traded at p;9795.1 in 30 days. . 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.
Babson Capital correlation with market
Babson Capital Current Risk Indicators
|Risk Adjusted Performance||(0.1)|
|Market Risk Adjusted Performance||(2.76)|
|Coefficient Of Variation||(989.01)|
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