Raymarine used to sell an Autohelm hand bearing compass. It worked well, but had to be held horizontal while taking the readings. The same applies to the sensor in the Raymarine fluxgate compass, so it is gimballed inside the housing. That's why it sounds as if something is loose. Not a good idea to rattle it too much, though.
The fluxgate is on a little set of gimbles. They always sound 'clonky' when you shake them about. Don't shake them too violently - they will break eventually!