|Horizon||30 Days Login to change|
Barclays Market Sensitivity
|As returns on market increase, Barclays returns are expected to increase less than the market. However during bear market, the loss on holding Barclays will be expected to be smaller as well.One Month Beta |Analyze Barclays UK Balanced Demand TrendCheck current 30 days Barclays correlation with market (DOW)|
β = 0.0449
Barclays UK Balanced Technical Analysis
Barclays Projected Return Density Against MarketAssuming 30 trading days horizon, Barclays has beta of 0.0449 . This indicates as returns on market go up, Barclays average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Barclays UK Balanced B will be expected to be much smaller as well. Additionally, Barclays UK Balanced B 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
Barclays Return VolatilityBarclays UK Balanced B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.