Barclays PLC (UK) Market Value
| BARC Stock | 265.10 6.15 2.37% |
| Symbol | Barclays |
Barclays PLC 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Barclays PLC's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Barclays PLC.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Barclays PLC on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Barclays PLC or generate 0.0% return on investment in Barclays PLC over 30 days. Barclays PLC is related to or competes with Allianz Technology, Albion Technology, Take Two, Pfeiffer Vacuum, DXC Technology, Electronic Arts, and Check Point. Barclays PLC is entity of United Kingdom More
Barclays PLC Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Barclays PLC's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Barclays PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.0623 | |||
| Maximum Drawdown | 7.49 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 3.4 |
Barclays PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barclays PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barclays PLC's standard deviation. In reality, there are many statistical measures that can use Barclays PLC historical prices to predict the future Barclays PLC's volatility.| Risk Adjusted Performance | 0.1075 | |||
| Jensen Alpha | 0.0806 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0676 | |||
| Treynor Ratio | 0.1793 |
Barclays PLC Backtested Returns
Barclays PLC appears to be very steady, given 3 months investment horizon. Barclays PLC secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Barclays PLC, which you can use to evaluate the volatility of the firm. Please makes use of Barclays PLC's Risk Adjusted Performance of 0.1075, downside deviation of 1.64, and Mean Deviation of 1.44 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Barclays PLC holds a performance score of 10. The firm shows a Beta (market volatility) of 1.26, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Barclays PLC will likely underperform. Please check Barclays PLC's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Barclays PLC's price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
Barclays PLC has modest predictability. Overlapping area represents the amount of predictability between Barclays PLC time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Barclays PLC price movement. The serial correlation of 0.5 indicates that about 50.0% of current Barclays PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 7.37 |
Barclays PLC lagged returns against current returns
Autocorrelation, which is Barclays PLC stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Barclays PLC's stock expected returns. We can calculate the autocorrelation of Barclays PLC returns to help us make a trade decision. For example, suppose you find that Barclays PLC has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Barclays PLC regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Barclays PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barclays PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barclays PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Barclays PLC Lagged Returns
When evaluating Barclays PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barclays PLC stock have on its future price. Barclays PLC autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Barclays PLC autocorrelation shows the relationship between Barclays PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Barclays PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Barclays Stock Analysis
When running Barclays PLC's price analysis, check to measure Barclays PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Barclays PLC is operating at the current time. Most of Barclays PLC's value examination focuses on studying past and present price action to predict the probability of Barclays PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barclays PLC's price. Additionally, you may evaluate how the addition of Barclays PLC to your portfolios can decrease your overall portfolio volatility.