BARCLAYS PLC 365 Market Value
| 06738EAE5 | 99.60 0.03 0.03% |
| Symbol | BARCLAYS |
BARCLAYS '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's bond 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in BARCLAYS on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding BARCLAYS PLC 365 or generate 0.0% return on investment in BARCLAYS over 30 days. BARCLAYS is related to or competes with Algoma Steel, Old Republic, Bank of America, Western Asset, Fidus Investment, United States, and Presidio Property. More
BARCLAYS 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's bond 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 365 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 3.06 |
BARCLAYS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BARCLAYS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BARCLAYS's standard deviation. In reality, there are many statistical measures that can use BARCLAYS historical prices to predict the future BARCLAYS's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 1.52 |
BARCLAYS PLC 365 Backtested Returns
At this point, BARCLAYS is very steady. BARCLAYS PLC 365 secures Sharpe Ratio (or Efficiency) of 0.0131, which signifies that the bond had a 0.0131% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for BARCLAYS PLC 365, which you can use to evaluate the volatility of the entity. Please confirm BARCLAYS's Coefficient Of Variation of (2,894), mean deviation of 0.7496, and Variance of 1.75 to double-check if the risk estimate we provide is consistent with the expected return of 0.0133%. The entity shows a Beta (market volatility) of -0.0366, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BARCLAYS are expected to decrease at a much lower rate. During the bear market, BARCLAYS is likely to outperform the market.
Auto-correlation | -0.29 |
Weak reverse predictability
BARCLAYS PLC 365 has weak reverse predictability. Overlapping area represents the amount of predictability between BARCLAYS 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 365 price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current BARCLAYS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
BARCLAYS PLC 365 lagged returns against current returns
Autocorrelation, which is BARCLAYS bond'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's bond expected returns. We can calculate the autocorrelation of BARCLAYS returns to help us make a trade decision. For example, suppose you find that BARCLAYS has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BARCLAYS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BARCLAYS bond over time.
Current vs Lagged Prices |
| Timeline |
BARCLAYS Lagged Returns
When evaluating BARCLAYS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BARCLAYS bond have on its future price. BARCLAYS 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 autocorrelation shows the relationship between BARCLAYS bond current value and its past values and can show if there is a momentum factor associated with investing in BARCLAYS PLC 365.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in BARCLAYS Bond
BARCLAYS financial ratios help investors to determine whether BARCLAYS Bond 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 security.