The organization shows Beta (market volatility) of 0.0325 which signifies that 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.. Although it is extremely important to respect Babson Capital Glb historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Babson Capital Glb technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
Babson Capital Glb Relative Risk vs. Return LandscapeIf you would invest 10,680 in Babson Capital Glb Sr Secured B USD on November 18, 2018 and sell it today you would earn a total of 0.00 from holding Babson Capital Glb Sr Secured B USD or generate 0.0% return on investment over 30 days. Babson Capital Glb Sr Secured B USD is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Babson Capital Glb Sr Secured B USD and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Babson Capital Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days Babson Capital Glb Sr Secured B USD has generated negative risk-adjusted returns adding no value to fund investors.