As of 19 of February Lyxor Tiedemann secures Mean Deviation of 0.103 and Risk Adjusted Performance of 0.1446. Lyxor Tiedemann Arbitrage Strat I GBP 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 Tiedemann which can be compared to its peers in the industry. Please verify Lyxor Tiedemann Arbi 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 Tiedemann Arbitrage Strat I GBP is priced some-what accurately providing market reflects its recent price of 11422.0 per share.
|Horizon||30 Days Login to change|
Lyxor Tiedemann Arbi Technical Analysis
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Lyxor Tiedemann Arbi Trend AnalysisUse this graph to draw trend lines for Lyxor Tiedemann Arbitrage Strat I GBP. You can use it to identify possible trend reversals for Lyxor Tiedemann 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 Tiedemann price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Lyxor Tiedemann Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Lyxor Tiedemann Arbitrage Strat I GBP applied against its price change over selected period. The best fit line has a slop of 12.24 % which means Lyxor Tiedemann Arbitrage Strat I GBP will continue producing value for investors. It has 78 observation points and a regression sum of squares at 1480951.97, which is the sum of squared deviations for the predicted Lyxor Tiedemann price change compared to its average price change.
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|Risk Adjusted Performance||0.1446|
|Market Risk Adjusted Performance||(1.41)|
|Coefficient Of Variation||827.36|
|Total Risk Alpha||0.0077|
|Value At Risk||(0.22)|
Lyxor Tiedemann Arbi One Year Return
Based on recorded statements Lyxor Tiedemann Arbitrage Strat I GBP has One Year Return of -8.85%. This is 129.27% higher than that of the Lyxor Asset Management (Ireland) Limited family, and 278.08% higher than that of Alt - Event Driven category, The One Year Return for all funds is 484.78% higher than the company.