Barclays Bank Alpha and Beta Analysis

Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN -- USA Etf  

USD 45.13  0.77  1.68%

This module allows you to check different measures of market premium for Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN as well as systematic risk associated with investing in Barclays Bank over a specified time horizon. Please also check Risk vs Return Analysis.
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Barclays Bank Market Premiums

α (average alpha)=0.36    β (beta)=0.0686    
30 days against DJI
Risk Adjusted Performance  0.0049Jensen Alpha  (0.004688)Total Risk Alpha  (0.63)Sortino Ratio  0.0Treynor Ratio  0.1525

Barclays Bank Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Barclays Bank to competition
FundamentalsBarclays BankPeer Average
Net Asset3.79 M888.73 M
   

Barclays Bank Opportunities

Barclays Bank Return and Market Media

The median price of Barclays Bank for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 46.95 with a coefficient of variation of 1.36. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 46.65, and mean deviation of 0.49. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline