BARCLAYS PLC Market Value
| 06738EBM6 | 85.03 0.00 0.00% |
| 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.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in BARCLAYS on January 2, 2025 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 over 30 days. BARCLAYS is related to or competes with Root, Loews Corp, Alignment Healthcare, Sealed Air, Kinsale Capital, X-FAB Silicon, and Siriuspoint. 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 2.62 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.7954 |
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 | (0.09) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.6062 |
BARCLAYS PLC Backtested Returns
BARCLAYS PLC secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the bond had a -0.1 % return per unit of risk over the last 3 months. BARCLAYS PLC exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BARCLAYS's Mean Deviation of 0.3704, coefficient of variation of (986.00), and Variance of 0.3798 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.12, 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 | 0.86 |
Very good predictability
BARCLAYS PLC has very good predictability. Overlapping area represents the amount of predictability between BARCLAYS time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. 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 0.86 indicates that approximately 86.0% of current BARCLAYS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.41 |
BARCLAYS PLC 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.
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.