Lyxor UCITS (Germany) Alpha and Beta Analysis Overview

    LYME -- Germany ETF  

    EUR 27.49  0.21  0.76%

    This module allows you to check different measures of market premium for Lyxor UCITS ETF Hong Kong as well as systematic risk associated with investing in Lyxor UCITS over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Lyxor UCITS Market Premiums

    α0.1β0.02
    30 days against DJI
    Risk Adjusted Performance  

    0.12

    Jensen Alpha  

    0.24

    Total Risk Alpha  

    0.047323

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.3245

    Lyxor UCITS Fundamentals

    Lyxor UCITS Opportunities

    Lyxor UCITS Return and Market Media

    The median price of Lyxor UCITS for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 27.92 with a coefficient of variation of 1.78. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 28.0, and mean deviation of 0.42. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - LYME

    Lyxor UCITS ETF Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Lyxor UCITS ETF Hong Kong. What is your trading attitude regarding investing in Lyxor UCITS ETF Hong Kong? Are you bullish or bearish?
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