Babson Capital (Ireland) Risk Analysis And Volatility

F00000WJ0W -- Ireland Fund  

USD 120.56  1.34  1.10%

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 technical indicators for Babson Capital Glbl HY Bd A USD Acc which you can use to evaluate future volatility of the entity. Please confirm Babson Capital Glbl Mean Deviation of 0.2182 and Risk Adjusted Performance of 0.3782 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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 Trend
Check current 30 days Babson Capital correlation with market (DOW)
β = 0.025

Babson Capital Central Daily Price Deviation

Babson Capital Glbl Technical Analysis

Transformation
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Babson Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Babson Capital has beta of 0.025 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 Bd A USD Acc will be expected to be much smaller as well. Moreover, Babson Capital Glbl HY Bd A USD Acc has an alpha of 0.1173 implying that it can potentially generate 0.1173% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.025
σ
Overall volatility
=0.00
Ir
Information ratio =0.49

Babson Capital Return Volatility

Babson Capital Glbl HY Bd A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Babson Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Babson Capital Investment Opportunity

DOW has a standard deviation of returns of 2.05 and is 9.223372036854776E16 times more volatile than Babson Capital Glbl HY Bd A USD Acc. 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 Bd A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Babson Capital Glbl HY Bd A USD Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Babson Capital to be traded at $116.94 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

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Babson Capital Glbl HY Bd A US and equity matching DJI index in the same portfolio.

Babson Capital Volatility Indicators

Babson Capital Glbl HY Bd A USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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