Barclays Capital Etf Alpha and Beta Analysis
| CAPD Etf | USD 19.37 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Barclays Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Barclays Capital over a specified time horizon. Remember, high Barclays Capital's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Barclays Capital's market risk premium analysis include:
Beta 0.1 | Alpha (0.25) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Barclays |
Barclays Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Barclays Capital market risk premium is the additional return an investor will receive from holding Barclays Capital long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Barclays Capital. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Barclays Capital's performance over market.| α | -0.25 | β | 0.10 |
Barclays Capital Fundamentals Vs Peers
Comparing Barclays Capital's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Barclays Capital's direct or indirect competition across all of the common fundamentals between Barclays Capital and the related equities. This way, we can detect undervalued stocks with similar characteristics as Barclays Capital or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Barclays Capital's fundamental indicators could also be used in its relative valuation, which is a method of valuing Barclays Capital by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Barclays Capital to competition |
| Fundamentals | Barclays Capital | Peer Average |
| Price To Book | 34.65 X | 0.39 X |
| Beta | -0.22 | |
| One Year Return | (8.76) % | (0.97) % |
| Three Year Return | 12.36 % | 3.23 % |
| Five Year Return | 11.72 % | 1.12 % |
| Net Asset | 281.77 K | 2.29 B |
Barclays Capital Opportunities
Barclays Capital Return and Market Media
The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
About Barclays Capital Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Barclays or other etfs. Alpha measures the amount that position in Barclays Capital has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Barclays Capital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Barclays Capital's short interest history, or implied volatility extrapolated from Barclays Capital options trading.
Build Portfolio with Barclays Capital
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Barclays Capital technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.