Barclays Capital Correlations

Etfs . USA . 
Etf . Barclays Capital
The correlation of Barclays Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
  
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Related Correlations Analysis

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.
High positive correlations   
CRM
+ 0.87
T
JPM
+ 0.87
CRM
JPM
+ 0.83
T
MSFT
+ 0.79
META
XOM
+ 0.75
UBER
MRK
+ 0.71
A
  
High negative correlations   
MRK
- 0.83
JPM
CRM
- 0.78
UBER
MRK
- 0.77
CRM
XOM
- 0.75
MSFT
T
- 0.72
UBER
MRK
- 0.68
T

Barclays Capital Competition Risk-Adjusted Indicators

There is a big difference between Barclays Etf performing well and Barclays Capital ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Barclays Capital's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
META  1.21  0.08  0.04  0.42  1.41 
(1.37)
 2.62 
(3.15)
 7.43 
MSFT  0.87  0.00 (0.02) 0.02  1.65 
(0.78)
 1.78 
(2.23)
 8.14 
UBER  1.65 (0.33) 0.00 (1.73) 0.00 
 0.00 
 2.53 
(5.35)
 20.41 
F  1.39 (0.03) 0.00 (0.12) 0.00 
 0.00 
 2.53 
(2.81)
 11.21 
T  0.95  0.10  0.07  0.39  1.13 
(0.98)
 1.93 
(1.99)
 7.95 
A  1.19 (0.04) 0.00 (0.12) 0.00 
 0.00 
 2.71 
(2.42)
 9.02 
CRM  1.46  0.33  0.19  20.66  1.34 
(1.66)
 3.18 
(2.88)
 14.80 
JPM  1.06  0.23  0.16 (3.32) 1.11 
(1.26)
 1.99 
(1.44)
 15.87 
MRK  0.97 (0.21) 0.00 (0.97) 0.00 
 0.00 
 1.72 
(2.17)
 5.17 
XOM  0.84 (0.11) 0.00 (0.64) 0.00 
 0.00 
 1.83 
(2.14)
 6.06 

Barclays Capital Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Barclays Capital etf to make a market-neutral strategy. Peer analysis of Barclays Capital could also be used in its relative valuation, which is a method of valuing Barclays Capital by comparing valuation metrics with similar companies.
 Risk & Return  Correlation
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