|Horizon||30 Days Login to change|
Lyxor Epsilon Market Sensitivity
Lyxor Epsilon Managed Technical Analysis
Lyxor Epsilon Projected Return Density Against MarketAssuming 30 trading days horizon, Lyxor Epsilon has beta of 0.418 suggesting as returns on market go up, Lyxor Epsilon average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lyxor Epsilon Managed Futures B USD Acc will be expected to be much smaller as well. 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
Lyxor Epsilon Return VolatilityLyxor Epsilon Managed Futures B USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2203% risk (volatility on return distribution) over the 30 days horizon.