Lyxor Stoxx (Germany) Alpha and Beta Analysis

LYYL -- Germany ETF  

EUR 25.52  2.04  0.07%

This module allows you to check different measures of market premium for Lyxor Stoxx Europe 600 TrvlLsr ETF AI as well as systematic risk associated with investing in Lyxor Stoxx over a specified time horizon. Please see also Stocks Correlation.
Horizon     30 Days    Login   to change
Run Premiums

Lyxor Stoxx Market Premiums

α1.26   β0.09
30 days against DJI

Lyxor Stoxx Fundamentals

 Better Than Average     
 Worse Than Average Compare Lyxor Stoxx to competition

Lyxor Stoxx Fundamental Vs Peers

FundamentalsLyxor StoxxPeer Average
Price to Earning15.32X8.24X
Price to Book3.42X0.97X
Price to Sales0.87X0.72X
One Year Return(5.60)% (1.25)%
Three Year Return(1.53)% 2.26%
Five Year Return7.64% 0.20%

Lyxor Stoxx Opportunities

Lyxor Stoxx Return and Market Media

The median price of Lyxor Stoxx for the period between Sun, Nov 25, 2018 and Thu, Jan 24, 2019 is 29.175 with a coefficient of variation of 69.1. The daily time series for the period is distributed with a sample standard deviation of 13.78, arithmetic mean of 19.95, and mean deviation of 12.69. The ETF did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - LYYL

Lyxor Stoxx Europe Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Lyxor Stoxx Europe 600 TrvlLsr ETF AI. What is your trading attitude regarding investing in Lyxor Stoxx Europe 600 TrvlLsr ETF AI? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see also Stocks Correlation. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.