Babson Capital (Ireland) Manager Performance Evaluation

The organization shows Beta (market volatility) of 0.027 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 C EUR 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 Landscape

If you would invest  10,323  in Babson Capital European Loan C EUR on November 12, 2018 and sell it today you would lose (204.00)  from holding Babson Capital European Loan C EUR or give up 1.98% of portfolio value over 30 days. Babson Capital European Loan C EUR is generating negative expected returns and assumes 1.3974% volatility on return distribution over the 30 days horizon. Simply put, 12% of equities are less volatile than Babson Capital European Loan C EUR 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 European Loan C EUR is expected to under-perform the market. In addition to that, the company is 1.07 times more volatile than its market benchmark. It trades about -0.71 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of volatility.

Babson Capital Current Valuation

Not valued
December 12, 2018
0.00
Market Value
0.00
Real Value
Target 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 €0.0. 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 = -0.7071
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Babson Capital Relative Performance Indicators

Estimated Market Risk
 1.4
  actual daily
 
 12 %
of total potential
 
12
Expected Return
 -0.99
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.71
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Babson Capital is performing at about 0% 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

0

Risk-Adjusted Fund Performance

Over the last 30 days Babson Capital European Loan C EUR has generated negative risk-adjusted returns adding no value to fund investors.

Babson Capital Alerts

Equity Alerts and Improvement Suggestions

Babson Capital is not yet fully synchronised with the market data
Babson Capital has some characteristics of a very speculative penny stock

Babson Capital Performance Indicators

Babson Capital European Basic Price Performance Measures

Fifty Two Week Low104.3200
Fifty Two Week High104.3200
Annual Report Expense Ratio0.79%
Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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