LX IF (Germany) Alpha and Beta Analysis Overview

    LYT7 -- Germany ETF  

    EUR 90.19  0.02  0.0222%

    This module allows you to check different measures of market premium for LX IF L F D E C I C DEOD as well as systematic risk associated with investing in LX IF over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    LX IF Market Premiums

    α0.19β0.0016
    30 days against DJI
    Risk Adjusted Performance  

    0.01

    Jensen Alpha  

    0.0

    Total Risk Alpha  

    0.0

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0

    LX IF Fundamentals

    LX IF Opportunities

    LX IF Return and Market Media

    The median price of LX IF for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 93.04 with a coefficient of variation of 2.4. The daily time series for the period is distributed with a sample standard deviation of 2.22, arithmetic mean of 92.65, and mean deviation of 1.88. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - LYT7

    LX IF L Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in LX IF L F D E C I C DEOD. What is your trading attitude regarding investing in LX IF L F D E C I C DEOD? Are you bullish or bearish?
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