Barclays Etn Shiller Etf Market Value
| CAPE Etf | USD 31.96 0.06 0.19% |
| Symbol | Barclays |
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.
Barclays ETN '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 ETN's etf 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 ETN.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Barclays ETN on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Barclays ETN Shiller or generate 0.0% return on investment in Barclays ETN over 30 days. Barclays ETN is related to or competes with VanEck China, Barclays ETN, SPDR SSGA, Freedom 100, and FlexShares Quality. Under normal circumstances, the fund invests at least 80 percent of its net assets in U.S More
Barclays ETN 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 ETN's etf 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 ETN Shiller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7123 | |||
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.25 |
Barclays ETN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Barclays ETN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Barclays ETN's standard deviation. In reality, there are many statistical measures that can use Barclays ETN historical prices to predict the future Barclays ETN's volatility.| Risk Adjusted Performance | 0.1543 | |||
| Jensen Alpha | 0.0502 | |||
| Total Risk Alpha | 0.0274 | |||
| Sortino Ratio | 0.0298 | |||
| Treynor Ratio | 0.1824 |
Barclays ETN Shiller Backtested Returns
At this point, Barclays ETN is very steady. Barclays ETN Shiller secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the etf had a 0.2% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Barclays ETN Shiller, which you can use to evaluate the volatility of the entity. Please confirm Barclays ETN's Downside Deviation of 0.7123, risk adjusted performance of 0.1543, and Mean Deviation of 0.5638 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The etf shows a Beta (market volatility) of 0.75, which signifies possible diversification benefits within a given portfolio. 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.
Auto-correlation | 0.94 |
Excellent predictability
Barclays ETN Shiller has excellent predictability. Overlapping area represents the amount of predictability between Barclays ETN time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 ETN Shiller price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Barclays ETN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Barclays ETN Shiller lagged returns against current returns
Autocorrelation, which is Barclays ETN etf'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 ETN's etf expected returns. We can calculate the autocorrelation of Barclays ETN returns to help us make a trade decision. For example, suppose you find that Barclays ETN has exhibited high autocorrelation historically, and you observe that the etf 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 ETN 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 ETN etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Barclays ETN etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Barclays ETN etf over time.
Current vs Lagged Prices |
| Timeline |
Barclays ETN Lagged Returns
When evaluating Barclays ETN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Barclays ETN etf have on its future price. Barclays ETN 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 ETN autocorrelation shows the relationship between Barclays ETN etf current value and its past values and can show if there is a momentum factor associated with investing in Barclays ETN Shiller.
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.When determining whether Barclays ETN Shiller is a strong investment it is important to analyze Barclays ETN's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Barclays ETN's future performance. For an informed investment choice regarding Barclays Etf, refer to the following important reports:Check out Barclays ETN Correlation, Barclays ETN Volatility and Barclays ETN Alpha and Beta module to complement your research on Barclays ETN. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Barclays ETN technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.