Babson Capital (Ireland) Risk Analysis And Volatility Evaluation

IE00B6YX4Q04 -- Ireland Fund  

USD 101.35  0.03  0.0296%

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 European Loan A USD which you can use to evaluate future volatility of the entity. Please confirm Babson Capital European 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 European Technical Analysis

Transformation
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Babson Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Babson Capital has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Babson Capital are completely uncorrelated. Furthermore, Babson Capital European Loan A 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 European Loan A USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Babson Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Babson Capital Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Babson Capital European Loan A 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 European Loan A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Babson Capital Volatility Indicators

Babson Capital European Loan A USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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