Lyxor Epsilon (Ireland) Alpha and Beta Analysis Overview

    F00000THF0 -- Ireland Fund  

    USD 1,112  19.86  1.82%

    This module allows you to check different measures of market premium for Lyxor Epsilon Managed Futures B USD Acc as well as systematic risk associated with investing in Lyxor Epsilon over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Lyxor Epsilon Market Premiums

    α0.026049β0.19
    30 days against DJI
    Risk Adjusted Performance  

    0.01508

    Jensen Alpha  

    0.16

    Total Risk Alpha  

    0.81

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.37

    Lyxor Epsilon Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare Lyxor Epsilon to competition

    Lyxor Epsilon Fundamental Vs Peers

    FundamentalsLyxor EpsilonPeer Average
    Minimum Initial Investment18.09 M

    Lyxor Epsilon Opportunities

    Lyxor Epsilon Return and Market Media

    The median price of Lyxor Epsilon for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 1122.36 with a coefficient of variation of 62.44. The daily time series for the period is distributed with a sample standard deviation of 517.12, arithmetic mean of 828.14, and mean deviation of 441.68. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000THF0

    Lyxor Epsilon Managed Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Lyxor Epsilon Managed Futures B USD Acc. What is your trading attitude regarding investing in Lyxor Epsilon Managed Futures B USD Acc? Are you bullish or bearish?
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