Barclays Bank Risk Analysis

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

USD 45.17  0.00  0.00%

Our philosophy towards foreseeing volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN which you can use to evaluate future volatility of the entity. Please confirm Barclays Bank PLC Risk Adjusted Performance of (0.094602) and Mean Deviation of 0.3498 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Barclays Bank Market Sensitivity

As returns on market increase, Barclays Bank returns are expected to increase less than the market. However during bear market, the loss on holding Barclays Bank will be expected to be smaller as well.
One Month Beta |Analyze Barclays Bank PLC Demand Trend
Check current 30 days Barclays Bank correlation with market (DOW)
β = 0.0914
Barclays Bank Small BetaBarclays Bank PLC Beta Legend

Barclays Bank PLC Technical Analysis

Transformation
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Projected Return Density Against Market

Given the investment horizon of 30 days, Barclays Bank has beta of 0.0914 . This indicates as returns on market go up, Barclays Bank average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN will be expected to be much smaller as well. Additionally, Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.2
βBeta against DOW=0.0914
σ
Overall volatility
=0.00
 IrInformation ratio =0.45

Actual Return Volatility

Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4961% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Barclays Bank Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Largest Trends

Barclays Bank Largest Period Trend

Investment Outlook

Barclays Bank Investment Opportunity
DOW has a standard deviation of returns of 0.5 and is 9.223372036854776E16 times more volatile than Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN. 0% 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 0 (%) 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 $44.72 in 30 days. As returns on market increase, Barclays Bank returns are expected to increase less than the market. However during bear market, the loss on holding Barclays Bank will be expected to be smaller as well.

Barclays Bank correlation with market

Significant 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.

Volatility Indicators

Barclays Bank Current Risk Indicators