The organization shows Beta (market volatility) of 0.0116 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 European 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 European technical indicators you can presently evaluate if the expected return of 0.0585% will be sustainable into the future.
|Horizon||30 Days Login to change|
Babson Capital European Relative Risk vs. Return LandscapeIf you would invest 10,048 in Babson Capital European Loan C EUR on February 22, 2019 and sell it today you would earn a total of 148.00 from holding Babson Capital European Loan C EUR or generate 1.47% return on investment over 30 days. Babson Capital European Loan C EUR is generating 0.0585% of daily returns and assumes 0.0838% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Babson Capital 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
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 101.96. 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 = 0.6981
Babson Capital Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in Babson Capital European Loan C EUR are ranked lower than 46 (%) of all funds and portfolios of funds over the last 30 days.
|Fifty Two Week Low||99.6300|
|Fifty Two Week High||101.3100|
|Annual Report Expense Ratio||0.79%|