Barclays Plc Stock Market Value
| BCLYF Stock | USD 3.31 0.21 6.77% |
| 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 pink sheet 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Barclays PLC on October 26, 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 ABN AMRO, Bank of AmericaPFD SER B , Bank of America, Banco Bilbao, JPMorgan Chase, and Banco De. Barclays PLC, through its subsidiaries, provides various financial products and services in the United Kingdom, Europe, ... 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 pink sheet 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 | 3.0 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 11.41 | |||
| Value At Risk | (4.91) | |||
| Potential Upside | 4.96 |
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 | 0.0398 | |||
| Jensen Alpha | 0.0761 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.4006 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Barclays PLC's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Barclays PLC Backtested Returns
Barclays PLC appears to be unstable, given 3 months investment horizon. Barclays PLC secures Sharpe Ratio (or Efficiency) of 0.0738, which signifies that the company had a 0.0738% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Barclays PLC, which you can use to evaluate the volatility of the firm. Please makes use of Barclays PLC's Mean Deviation of 2.14, downside deviation of 3.0, and Risk Adjusted Performance of 0.0398 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 5. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barclays PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barclays PLC is expected to be smaller as well. Please check Barclays PLC's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Barclays PLC's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Barclays PLC has below average predictability. Overlapping area represents the amount of predictability between Barclays PLC time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 0.39 indicates that just about 39.0% of current Barclays PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Barclays PLC lagged returns against current returns
Autocorrelation, which is Barclays PLC pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barclays PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barclays PLC pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Barclays PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Barclays Pink Sheet
Barclays PLC financial ratios help investors to determine whether Barclays Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Barclays with respect to the benefits of owning Barclays PLC security.