Babson Capital (Ireland) Manager Performance Evaluation

IE00B6YX4Y87 -- Ireland Fund  

EUR 101.96  0.000001  0.00%

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 Landscape

If 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, Babson Capital is expected to generate 1.51 times less return on investment than the market. But when comparing it to its historical volatility, the company is 8.21 times less risky than the market. It trades about 0.7 of its potential returns per unit of risk. The DOW is currently generating roughly 0.13 of returns per unit of risk over similar time horizon.

Babson Capital Current Valuation

Not valued
March 24, 2019
101.96
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
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
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Babson Capital Relative Performance Indicators

Estimated Market Risk
 0.08
  actual daily
 
 0 %
of total potential
 
0
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.7
  actual daily
 
 46 %
of total potential
 
46
Based on monthly moving average Babson Capital is performing at about 46% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Babson Capital by adding it to a well-diversified portfolio.

Babson Capital Performance Rating

Babson Capital European Loan C EUR Risk Adjusted Performance Analysis

46

Risk-Adjusted Fund Performance

Compared 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.

Babson Capital Alerts

Equity Alerts and Improvement Suggestions

Babson Capital is not yet fully synchronised with the market data
The fund retains about 39.74% of its assets under management (AUM) in cash

Babson Capital Performance Indicators

Babson Capital European Basic Price Performance Measures

Fifty Two Week Low99.6300
Fifty Two Week High101.3100
Annual Report Expense Ratio0.79%
Please also check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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