|Horizon||30 Days Login to change|
Lyxor Tiedemann Market Sensitivity
Lyxor Tiedemann Arbi Technical Analysis
Lyxor Tiedemann Projected Return Density Against MarketAssuming 30 trading days horizon, Lyxor Tiedemann Arbitrage Strat A EUR has beta of -0.2339 suggesting as returns on benchmark increase, returns on holding Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, however, Lyxor Tiedemann Arbitrage Strat A EUR is likely to outperform the market. Additionally, Lyxor Tiedemann Arbitrage Strat A EUR has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Lyxor Tiedemann Return VolatilityLyxor Tiedemann Arbitrage Strat A EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.