Lyxor Tiedemann (Ireland) Risk Analysis And Volatility

Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Lyxor Tiedemann which you can use to evaluate future volatility of the organization. Please verify Lyxor Tiedemann Arbitrage Strat A EUR Risk Adjusted Performance of (0.038327) and Mean Deviation of 0.4999 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lyxor Tiedemann Market Sensitivity

As returns on market increase, Lyxor Tiedemann returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor Tiedemann will be expected to be smaller as well.
2 Months Beta |Analyze Lyxor Tiedemann Arbi Demand Trend
Check current 30 days Lyxor Tiedemann correlation with market (DOW)
β = 0.0264

Lyxor Tiedemann Central Daily Price Deviation

Lyxor Tiedemann Arbi Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Lyxor Tiedemann Projected Return Density Against Market

Assuming 30 trading days horizon, Lyxor Tiedemann has beta of 0.0264 suggesting as returns on market go up, Lyxor Tiedemann average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lyxor Tiedemann Arbitrage Strat A EUR will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Lyxor Tiedemann Arbi is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Lyxor Tiedemann is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Lyxor Tiedemann Arbitrage Strat A EUR is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.03
β
Beta against DOW=0.0264
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

Lyxor Tiedemann Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lyxor Tiedemann Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Lyxor Tiedemann Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Lyxor Tiedemann Arbitrage Strat A EUR. 0% of all equities and portfolios are less risky than Lyxor Tiedemann. Compared to the overall equity markets, volatility of historical daily returns of Lyxor Tiedemann Arbitrage Strat A EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lyxor Tiedemann Arbitrage Strat A EUR to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Lyxor Tiedemann to be traded at €0.0 in 30 days. . As returns on market increase, Lyxor Tiedemann returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor Tiedemann will be expected to be smaller as well.

Lyxor Tiedemann correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lyxor Tiedemann Arbitrage Stra and equity matching DJI index in the same portfolio.

Lyxor Tiedemann Volatility Indicators

Lyxor Tiedemann Arbitrage Strat A EUR Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
Search macroaxis.com