The organization shows Beta (market volatility) of 0.0042 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.. Even though it is essential to pay attention to Babson Capital European historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Babson Capital European Loan A USD exposes twenty-one different technical indicators which can help you to evaluate its performance.
|Horizon||30 Days Login to change|
Babson Capital European Relative Risk vs. Return LandscapeIf you would invest 10,110 in Babson Capital European Loan A USD on November 14, 2018 and sell it today you would lose (150.00) from holding Babson Capital European Loan A USD or give up 1.48% of portfolio value over 30 days. Babson Capital European Loan A USD is generating negative expected returns and assumes 0.5023% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Babson Capital European Loan A 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 Current Valuation
December 14, 2018
Babson Capital is Unknown risk asset. Babson Capital European prevailing Real Value cannot be determined due to lack of data. The current price of Babson Capital European is $99.6. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Babson Capital European from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.
Babson Capital Market Risk Analysis
Sharpe Ratio = -0.7407
Babson Capital Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceOver the last 30 days Babson Capital European Loan A USD has generated negative risk-adjusted returns adding no value to fund investors.
|Fifty Two Week Low||102.5800|
|Fifty Two Week High||102.5800|
|Annual Report Expense Ratio||0.71%|