Barclays Capital Etf Volatility

LD Etf  USD 45.13  0.00  0.00%   
We have found nineteen technical indicators for Barclays Capital, which you can use to evaluate the volatility of the entity. Please confirm Barclays Capital's Standard Deviation of 0.9042, risk adjusted performance of (0.04), and Mean Deviation of 0.5039 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Barclays Capital's volatility include:
720 Days Market Risk
Chance Of Distress
720 Days Economic Sensitivity
Barclays Capital Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Barclays daily returns, and it is calculated using variance and standard deviation. We also use Barclays's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Barclays Capital volatility.
  
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Barclays Capital can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Barclays Capital at lower prices. For example, an investor can purchase Barclays stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Barclays Capital's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving against Barclays Etf

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  0.78IVV IShares Core SPPairCorr
  0.76VTI Vanguard Total StockPairCorr
  0.75WMT Walmart Financial Report 16th of May 2024 PairCorr
  0.65SHLD Global X FundsPairCorr
  0.64VTV Vanguard Value IndexPairCorr
  0.64LUX Tema Luxury ETFPairCorr

Barclays Capital Market Sensitivity And Downside Risk

Barclays Capital's beta coefficient measures the volatility of Barclays etf compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Barclays etf's returns against your selected market. In other words, Barclays Capital's beta of 0.0603 provides an investor with an approximation of how much risk Barclays Capital etf can potentially add to one of your existing portfolios. Barclays Capital exhibits very low volatility with skewness of 0.48 and kurtosis of 5.5. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Barclays Capital's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Barclays Capital's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Barclays Capital Demand Trend
Check current 90 days Barclays Capital correlation with market (NYSE Composite)

Barclays Beta

    
  0.0603  
Barclays standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  0.0  
It is essential to understand the difference between upside risk (as represented by Barclays Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Barclays Capital's daily returns or price. Since the actual investment returns on holding a position in barclays etf tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Barclays Capital.

Barclays Capital Etf Volatility Analysis

Volatility refers to the frequency at which Barclays Capital etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Barclays Capital's price changes. Investors will then calculate the volatility of Barclays Capital's etf to predict their future moves. A etf that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A etf with relatively stable price changes has low volatility. A highly volatile etf is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Barclays Capital's volatility:

Historical Volatility

This type of etf volatility measures Barclays Capital's fluctuations based on previous trends. It's commonly used to predict Barclays Capital's future behavior based on its past. However, it cannot conclusively determine the future direction of the etf.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Barclays Capital's current market price. This means that the etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Barclays Capital's to be redeemed at a future date.
Transformation
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Barclays Capital Projected Return Density Against Market

Allowing for the 90-day total investment horizon Barclays Capital has a beta of 0.0603 . This indicates as returns on the market go up, Barclays Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Barclays Capital will be expected to be much smaller as well.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Barclays Capital or Milleis Investissements Funds sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Barclays Capital's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Barclays etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Barclays Capital has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Predicted Return Density   
       Returns  
Barclays Capital's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how barclays etf's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Barclays Capital Price Volatility?

Several factors can influence a etf's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Barclays Capital Etf Return Volatility

Barclays Capital historical daily return volatility represents how much of Barclays Capital etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund accepts 0.0% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.5731% volatility on return distribution over the 90 days horizon.
 Performance 
       Timeline  

About Barclays Capital Volatility

Volatility is a rate at which the price of Barclays Capital or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Barclays Capital may increase or decrease. In other words, similar to Barclays's beta indicator, it measures the risk of Barclays Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Barclays Capital fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The Dow Jones-UBS Lead Subindex Total ReturnService Mark reflects the returns that are potentially available through an unleveraged investment in the futures contracts on lead. Ipath Lead is traded on NYSEARCA Exchange in the United States.
Barclays Capital's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Barclays Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Barclays Capital's price varies over time.

3 ways to utilize Barclays Capital's volatility to invest better

Higher Barclays Capital's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Barclays Capital etf is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Barclays Capital etf volatility can provide helpful information for making investment decisions in the following ways:
  • Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Barclays Capital investment. A higher volatility means higher risk and potentially larger changes in value.
  • Identifying Opportunities: High volatility in Barclays Capital's etf can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
  • Diversification: Understanding how the volatility of Barclays Capital's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Barclays Capital Investment Opportunity

NYSE Composite has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Barclays Capital. Compared to the overall equity markets, volatility of historical daily returns of Barclays Capital is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use Barclays Capital to protect your portfolios against small market fluctuations. The etf experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Barclays Capital to be traded at $44.68 in 90 days.

Significant diversification

The correlation between Barclays Capital and NYA is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Barclays Capital and NYA in the same portfolio, assuming nothing else is changed.

Barclays Capital Additional Risk Indicators

The analysis of Barclays Capital's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Barclays Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Barclays Capital etf's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential etfs, we recommend comparing similar etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Barclays Capital Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Barclays Capital as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Barclays Capital's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Barclays Capital's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Barclays Capital.
When determining whether Barclays Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Barclays Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Barclays Capital Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Barclays Capital Etf:
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in unemployment.
Note that the Barclays Capital information on this page should be used as a complementary analysis to other Barclays Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Barclays Capital's price analysis, check to measure Barclays Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Barclays Capital is operating at the current time. Most of Barclays Capital's value examination focuses on studying past and present price action to predict the probability of Barclays Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Barclays Capital's price. Additionally, you may evaluate how the addition of Barclays Capital to your portfolios can decrease your overall portfolio volatility.
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The market value of Barclays Capital is measured differently than its book value, which is the value of Barclays that is recorded on the company's balance sheet. Investors also form their own opinion of Barclays Capital's value that differs from its market value or its book value, called intrinsic value, which is Barclays Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Barclays Capital's market value can be influenced by many factors that don't directly affect Barclays Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Barclays Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Barclays Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Barclays Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.