Barclays (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 fund 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 0.2183 and Mean Deviation of 442.99 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Barclays Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Barclays will likely underperform.
2 Months Beta |Analyze Barclays UK Balanced Demand Trend
Check current 30 days Barclays correlation with market (DOW)
β = 95.0

Barclays Central Daily Price Deviation

Barclays UK Balanced Technical Analysis

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.

Barclays Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 95.0 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Barclays will likely underperform. In addition to that, Barclays UK Balanced B has an alpha of 242.3771 implying that it can potentially generate 242.3771% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Alpha over DOW
Beta against DOW=95.00
Overall volatility
Information ratio =0.15

Barclays Return Volatility

Barclays UK Balanced B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Barclays Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

Barclays Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Barclays UK Balanced B. 0% of all equities and portfolios are less risky than Barclays. 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 to be traded at p;137.61 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Barclays will likely underperform.

Barclays correlation with market

correlation synergy
Average 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.

Barclays Volatility Indicators

Barclays UK Balanced B Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.