Babson Capital (Ireland) Risk Analysis And Volatility Evaluation

IE00B44QWM70 -- Ireland Fund  

USD 106.80  0.00  0.00%

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 Glb Sr Secured B USD which you can use to evaluate future volatility of the entity. Please confirm Babson Capital Glb 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 Glb Technical Analysis

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Babson Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Babson Capital has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Babson Capital are completely uncorrelated. Furthermore, Babson Capital Glb Sr Secured B USDIt does not look like Babson Capital alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Babson Capital Return Volatility

Babson Capital Glb Sr Secured B USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Fundamental Analysis

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Investment Outlook

Babson Capital Investment Opportunity

DOW has a standard deviation of returns of 0.43 and is 9.223372036854776E16 times more volatile than Babson Capital Glb Sr Secured B USD. 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 Glb Sr Secured B USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Babson Capital Volatility Indicators

Babson Capital Glb Sr Secured B USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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