|Horizon||30 Days Login to change|
Lyxor Epsilon Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Lyxor Epsilon will likely underperform.One Month Beta |Analyze Lyxor Epsilon Managed Demand TrendCheck current 30 days Lyxor Epsilon correlation with market (DOW)|
β = 1.2567
Lyxor Epsilon Managed Technical Analysis
Lyxor Epsilon Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.2567 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Lyxor Epsilon will likely underperform. Additionally, Lyxor Epsilon Managed Futures B USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Lyxor Epsilon Return VolatilityLyxor Epsilon Managed Futures B USD Acc accepts 1.0906% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.