Barclays Etn Shiller Etf Performance
| CAPE Etf | USD 31.03 0.26 0.84% |
The etf shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Barclays ETN's returns are expected to increase less than the market. However, during the bear market, the loss of holding Barclays ETN is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Barclays ETN Shiller are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Barclays ETN is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| In Threey Sharp Ratio | 0.54 |
Barclays |
Barclays ETN Relative Risk vs. Return Landscape
If you would invest 2,942 in Barclays ETN Shiller on November 4, 2024 and sell it today you would earn a total of 161.00 from holding Barclays ETN Shiller or generate 5.47% return on investment over 90 days. Barclays ETN Shiller is currently generating 0.092% in daily expected returns and assumes 0.8083% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Barclays, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Barclays ETN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barclays ETN's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Barclays ETN Shiller, and traders can use it to determine the average amount a Barclays ETN's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1139
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Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Barclays ETN is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Barclays ETN by adding it to a well-diversified portfolio.
Barclays ETN Fundamentals Growth
Barclays Etf prices reflect investors' perceptions of the future prospects and financial health of Barclays ETN, and Barclays ETN fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Barclays Etf performance.
| Total Asset | 128.9 M | |||
About Barclays ETN Performance
By analyzing Barclays ETN's fundamental ratios, stakeholders can gain valuable insights into Barclays ETN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Barclays ETN has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Barclays ETN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Under normal circumstances, the fund invests at least 80 percent of its net assets in U.S. equity securities, including exchange-traded investment companies that provide exposure to U.S. equity securities, subject to the limitations. Doubleline Shiller is traded on NYSEARCA Exchange in the United States.| The fund holds 99.71% of its assets under management (AUM) in equities |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Barclays ETN Shiller. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
The market value of Barclays ETN Shiller is measured differently than its book value, which is the value of Barclays that is recorded on the company's balance sheet. Investors also form their own opinion of Barclays ETN's value that differs from its market value or its book value, called intrinsic value, which is Barclays ETN's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Barclays ETN's market value can be influenced by many factors that don't directly affect Barclays ETN's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Barclays ETN's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barclays ETN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barclays ETN's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.