Barclays UK (Ireland) Risk Analysis And Volatility Evaluation

IE0031654456 -- Ireland Fund  

GBp 139.00  0.00  0.00%

Our philosophy towards foreseeing volatility of a fund 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 UK Balanced B which you can use to evaluate future volatility of the entity. Please confirm Barclays UK Balanced Risk Adjusted Performance of 0.1073 and Mean Deviation of 865.38 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Barclays UK Market Sensitivity

As returns on market increase, returns on owning Barclays UK are expected to decrease by larger amounts. On the other hand, during market turmoil, Barclays UK is expected to significantly outperform it.
One Month Beta |Analyze Barclays UK Balanced Demand Trend
Check current 30 days Barclays UK correlation with market (DOW)
β = -1238.0903
Barclays UK Large Negative BetaBarclays UK Balanced Beta Legend

Barclays UK Balanced Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, Barclays UK Balanced B has beta of -1238.0903 . This indicates as returns on its benchmark rise, returns on holding Barclays UK Balanced B are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Barclays UK is expected to outperform its benchmark. In addition to that, Barclays UK Balanced B has an alpha of 451.6529 implying that it can potentially generate 451.6529% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=451.65
β
Beta against DOW=1,238
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Actual Return Volatility

Barclays UK Balanced B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4566% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Barclays UK Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Barclays UK Investment Opportunity
DOW has a standard deviation of returns of 0.46 and is 9.223372036854776E16 times more volatile than Barclays UK Balanced B. 0% of all equities and portfolios are less risky than Barclays UK. Compared to the overall equity markets, volatility of historical daily returns of Barclays UK Balanced B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Barclays UK Balanced B to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Barclays UK to be traded at p;137.61 in 30 days. As returns on market increase, returns on owning Barclays UK are expected to decrease by larger amounts. On the other hand, during market turmoil, Barclays UK is expected to significantly outperform it.

Barclays UK correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Barclays UK Balanced B and equity matching DJI index in the same portfolio.

Volatility Indicators

Barclays UK Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.