Barclays Capital Etf Volatility
| JO Etf | USD 54.00 0.00 0.00% |
We have found eighteen technical indicators for Barclays Capital, which you can use to evaluate the volatility of the entity. Please confirm Barclays Capital's Risk Adjusted Performance of (0.07), standard deviation of 1.16, and Mean Deviation of 0.7521 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Barclays Capital's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Barclays Capital Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Barclays daily returns, and it is calculated using variance and standard deviation. We also use Barclays's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Barclays Capital volatility.
Barclays |
Downward market volatility can be a perfect environment for investors who play the long game with Barclays Capital. They may decide to buy additional shares of Barclays Capital at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving against Barclays Etf
| 0.61 | GCC | WisdomTree Continuous | PairCorr |
| 0.58 | USD | ProShares Ultra Semi Buyout Trend | PairCorr |
| 0.57 | FTGC | First Trust Global | PairCorr |
| 0.51 | ROM | ProShares Ultra Tech | PairCorr |
| 0.5 | TECL | Direxion Daily Technology | PairCorr |
| 0.49 | SMH | VanEck Semiconductor ETF | PairCorr |
| 0.47 | COMB | GraniteShares Bloomberg | PairCorr |
| 0.47 | QLD | ProShares Ultra QQQ | PairCorr |
| 0.47 | SPXL | Direxion Daily SP500 Sell-off Trend | PairCorr |
Barclays Capital Market Sensitivity And Downside Risk
Barclays Capital's beta coefficient measures the volatility of Barclays etf compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Barclays etf's returns against your selected market. In other words, Barclays Capital's beta of -0.15 provides an investor with an approximation of how much risk Barclays Capital etf can potentially add to one of your existing portfolios. Barclays Capital exhibits very low volatility with skewness of 0.53 and kurtosis of 2.02. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Barclays Capital's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Barclays Capital's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Barclays Capital Demand TrendCheck current 90 days Barclays Capital correlation with market (Dow Jones Industrial)Barclays Beta |
Barclays standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 0.0 |
It is essential to understand the difference between upside risk (as represented by Barclays Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Barclays Capital's daily returns or price. Since the actual investment returns on holding a position in barclays etf tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Barclays Capital.
Barclays Capital Etf Volatility Analysis
Volatility refers to the frequency at which Barclays Capital etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Barclays Capital's price changes. Investors will then calculate the volatility of Barclays Capital's etf to predict their future moves. A etf that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A etf with relatively stable price changes has low volatility. A highly volatile etf is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Barclays Capital's volatility:
Historical Volatility
This type of etf volatility measures Barclays Capital's fluctuations based on previous trends. It's commonly used to predict Barclays Capital's future behavior based on its past. However, it cannot conclusively determine the future direction of the etf.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Barclays Capital's current market price. This means that the etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Barclays Capital's to be redeemed at a future date.Transformation |
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Barclays Capital Projected Return Density Against Market
Allowing for the 90-day total investment horizon Barclays Capital has a beta of -0.1501 . This indicates as returns on the benchmark increase, returns on holding Barclays Capital are expected to decrease at a much lower rate. During a bear market, however, Barclays Capital is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Barclays Capital or Milleis Investissements Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Barclays Capital's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Barclays etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Barclays Capital has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Barclays Capital Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Barclays Capital Etf Return Volatility
Barclays Capital historical daily return volatility represents how much of Barclays Capital etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF accepts 0.0% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7242% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Barclays Capital Volatility
Volatility is a rate at which the price of Barclays Capital or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Barclays Capital may increase or decrease. In other words, similar to Barclays's beta indicator, it measures the risk of Barclays Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Barclays Capital fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.3 ways to utilize Barclays Capital's volatility to invest better
Higher Barclays Capital's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Barclays Capital etf is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Barclays Capital etf volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Barclays Capital investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Barclays Capital's etf can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Barclays Capital's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Barclays Capital Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.72 and is 9.223372036854776E16 times more volatile than Barclays Capital. 0 percent of all equities and portfolios are less risky than Barclays Capital. You can use Barclays Capital to protect your portfolios against small market fluctuations. The etf experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Barclays Capital to be traded at $53.46 in 90 days.Good diversification
The correlation between Barclays Capital and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Barclays Capital and DJI in the same portfolio, assuming nothing else is changed.
Barclays Capital Additional Risk Indicators
The analysis of Barclays Capital's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Barclays Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Barclays Capital etf's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.07) | |||
| Market Risk Adjusted Performance | 0.8988 | |||
| Mean Deviation | 0.7521 | |||
| Coefficient Of Variation | (936.34) | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.34 | |||
| Information Ratio | (0.19) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential etfs, we recommend comparing similar etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Barclays Capital Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Barclays Capital as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Barclays Capital's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Barclays Capital's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Barclays Capital.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
The market value of Barclays Capital 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 Capital's value that differs from its market value or its book value, called intrinsic value, which is Barclays Capital'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 Capital's market value can be influenced by many factors that don't directly affect Barclays Capital'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 Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barclays Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barclays Capital'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.