Barclays Bank Risk Analysis And Volatility Evaluation

GAZB -- USA Etf  

USD 38.20  0.00  0.00%

Macroaxis considers Barclays Bank to be not too risky. Barclays Bank PLC secures Sharpe Ratio (or Efficiency) of -0.2918 which signifies that Barclays Bank PLC had -0.2918% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Barclays Bank PLC Risk Adjusted Performance of 0.0225 and Mean Deviation of 0.5492 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Barclays Bank Market Sensitivity

As returns on market increase, returns on owning Barclays Bank are expected to decrease at a much smaller rate. During bear market, Barclays Bank is likely to outperform the market.
One Month Beta |Analyze Barclays Bank PLC Demand Trend
Check current 30 days Barclays Bank correlation with market (DOW)
β = -0.3183
Barclays Bank Almost negative betaBarclays Bank PLC Beta Legend

Barclays Bank PLC Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Barclays Bank PLC Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Barclays Bank Projected Return Density Against Market

Given the investment horizon of 30 days, Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN has beta of -0.3183 . This indicates as returns on benchmark increase, returns on holding Barclays Bank are expected to decrease at a much smaller rate. During bear market, however, Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN is likely to outperform the market. Moreover, Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN has an alpha of 0.0731 implying that it can potentially generate 0.0731% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Barclays Bank is -342.71. The daily returns are destributed with a variance of 0.73 and standard deviation of 0.85. The mean deviation of Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN is currently at 0.52. For similar time horizon, the selected benchmark (DOW) has volatility of 0.37
α
Alpha over DOW
=0.07
β
Beta against DOW=0.32
σ
Overall volatility
=0.85
Ir
Information ratio =0.02

Barclays Bank Return Volatility

Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN inherits 0.8546% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Barclays Bank Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Almost neglects market

Investment Outlook

Barclays Bank Investment Opportunity

Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN has a volatility of 0.85 and is 2.36 times more volatile than DOW. 7% of all equities and portfolios are less risky than Barclays Bank. Compared to the overall equity markets, volatility of historical daily returns of Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN to protect against small markets fluctuations. The etf experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Barclays Bank to be traded at $37.82 in 30 days. As returns on market increase, returns on owning Barclays Bank are expected to decrease at a much smaller rate. During bear market, Barclays Bank is likely to outperform the market.

Barclays Bank correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Barclays Bank PLC iPath Series and equity matching DJI index in the same portfolio.

Barclays Bank Volatility Indicators

Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Search macroaxis.com