Barclays (Ireland) Alpha and Beta Analysis Overview

IE0031654456 -- Ireland Fund  

GBp 139.00  0.00  0.00%

This module allows you to check different measures of market premium for Barclays UK Balanced B as well as systematic risk associated with investing in Barclays over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Barclays Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.03803

Jensen Alpha  

0.011839

Total Risk Alpha  

0.0254

Sortino Ratio  

0.0

Treynor Ratio  

0.8139

Barclays Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Barclays to competition

Barclays Fundamental Vs Peers

FundamentalsBarclaysPeer Average
Price to Earning15.73 times7.60 times
Price to Book1.76 times1.04 times
Price to Sales1.16 times1.03 times
One Year Return4.18 % 2.30 %
Three Year Return4.84 % 3.97 %
Five Year Return2.25 % 1.27 %
Ten Year Return4.30 % 1.17 %

Barclays Opportunities

Barclays Return and Market Media

The median price of Barclays for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 139.0 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 71.23, arithmetic mean of 69.59, and mean deviation of 69.59. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE0031654456

Barclays UK Balanced Investor Sentiment

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