Lyxor Epsilon Managed Futures B USD Acc secures Mean Deviation of 1.34 and Risk Adjusted Performance of
(0.14). Lyxor Epsilon Managed Futures B USD Acc technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the organization future prices. Strictly speaking you can use this information to find out if the organization will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for Lyxor Epsilon which can be compared to its peers in the industry. Please verify Lyxor Epsilon Managed Treynor Ratio and the relationship between Maximum Drawdown and Potential UpsideTreynor Ratio, Value At Risk, Downside Variance, as well as the relationship between Maximum Drawdown and Potential Upside to decide if Lyxor Epsilon Managed Futures B USD Acc is priced some-what accurately providing market reflects its recent price of 1011.25 per share.
|Horizon||30 Days Login to change|
Lyxor Epsilon Managed Technical Analysis
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Lyxor Epsilon Managed Trend AnalysisUse this graph to draw trend lines for Lyxor Epsilon Managed Futures B USD Acc. You can use it to identify possible trend reversals for Lyxor Epsilon as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Lyxor Epsilon price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Lyxor Epsilon Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Lyxor Epsilon Managed Futures B USD Acc applied against its price change over selected period. The best fit line has a slop of ? % . It has 0 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Lyxor Epsilon price change compared to its average price change.
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|Risk Adjusted Performance||(0.14)|
|Market Risk Adjusted Performance||0.8489|
|Coefficient Of Variation||(943.21)|
|Total Risk Alpha||0.0275|
|Value At Risk||(5.65)|