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 0.037883 and Mean Deviation of 0.0654 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 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 Trend
Check current 30 days Barclays correlation with market (DOW)
β = 0.0449
Barclays Small 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.

Barclays Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.0015
β
Beta against DOW=0.0449
σ
Overall volatility
=0.00
Ir
Information ratio =0.79

Barclays Return Volatility

Barclays 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Barclays Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Barclays Investment Opportunity

DOW has a standard deviation of returns of 1.06 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 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.

Barclays correlation with market

Modest 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

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