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

    IE00B6YX4Q04 -- Ireland Fund  

    USD 100.02  0.07  0.07%

    Babson Capital probability of target price tool provides mechanism to make assumptions about upside and downside potential of Babson Capital European Loan A 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
     100.02 30 days 100.02 
    ABOUT 5.4%
    Based on normal probability distribution, the odds of Babson Capital to move above current price in 30 days from now is about 5.4% (This Babson Capital European Loan A 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 has beta of 0.0145 . This indicates as returns on market go up, Babson Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Babson Capital European Loan A USD will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Babson Capital European is significantly underperforming DOW.
     Babson Capital Price Density 
          Price 
    α
    Alpha over DOW
    =0.0015
    β
    Beta against DOW=0.0145
    σ
    Overall volatility
    =45.21
    Ir
    Information ratio =3.83

    Babson Capital Alerts and Suggestions

    Babson Capital is not yet fully synchronised with the market data
    Babson Capital generates negative expected return over the last 30 days
    The fund retains about 65.77% of its assets under management (AUM) in fixed income securities

    Babson CapitalPrice Density Drivers

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