Babson Capital (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B44QWM70 -- Ireland Fund  

    USD 106.80  0.00  0.00%

    Babson Capital probability of target price tool provides mechanism to make assumptions about upside and downside potential of Babson Capital Glb Sr Secured B USD performance during a given time horizon utilizing its historical volatility. Please specify Babson Capital time horizon, a valid symbol (red box) and a target price (blue box) you would like Babson Capital odds to be computed. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
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    Babson Capital Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     106.80 30 days 106.80  UNDER 4%
    Based on normal probability distribution, the odds of Babson Capital to move above current price in 30 days from now is under 4% (This Babson Capital Glb Sr Secured B USD probability density function shows the probability of Babson Capital Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Babson Capital Glb Sr Secured B USD has beta of -0.0019 . This indicates as returns on benchmark increase, returns on holding Babson Capital are expected to decrease at a much smaller rate. During bear market, however, Babson Capital Glb Sr Secured B USD is likely to outperform the market. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Babson Capital Glb is significantly underperforming DOW.
     Babson Capital Price Density 
          Price 
    α
    Alpha over DOW
    =0.0074
    β
    Beta against DOW=0.0019
    σ
    Overall volatility
    =45.34
    Ir
    Information ratio =1.24

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    Babson Capital Glb is not yet fully synchronised with the market data

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