Barclays PLC Total Risk Alpha
| BCS Stock | | | USD 20.47 -0.42 -2.01% |
Barclays PLC total risk alpha lookup summarizes this and related technical indicators for Barclays PLC ADR. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Barclays PLC has a market cap of 71.94 B, operating margin of 31.73%, ROE of 9.57%. Use
Trending Equities to explore allocation context. This includes a position in Barclays PLC ADR across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
Barclays PLC ADR has current Total Risk Alpha of
-0.05. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.05 | |
| ER[a] | = | Expected return on investing in Barclays PLC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Barclays PLC |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Barclays PLC Total Risk Alpha Peers Comparison
Barclays Total Risk Alpha Relative To Other Indicators
Barclays PLC ADR is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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