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 I GBP Mean Deviation of 0.1019 and Risk Adjusted Performance of 0.0661 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, returns on owning Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, Lyxor Tiedemann is likely to outperform the market. 2 Months Beta |Analyze Lyxor Tiedemann Arbi Demand TrendCheck current 30 days Lyxor Tiedemann correlation with market (DOW)|
β = -0.0295
Lyxor Tiedemann Central Daily Price Deviation
Lyxor Tiedemann Arbi Technical Analysis
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Lyxor Tiedemann Projected Return Density Against MarketAssuming 30 trading days horizon, Lyxor Tiedemann Arbitrage Strat I GBP has beta of -0.0295 . This indicates as returns on benchmark increase, returns on holding Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, however, Lyxor Tiedemann Arbitrage Strat I GBP is likely to outperform the market. Moreover, The company has an alpha of 0.0235 implying that it can potentially generate 0.0235% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0235|
|Beta against DOW||=||0.03|
Lyxor Tiedemann Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Lyxor Tiedemann Arbitrage Strat I GBP. 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 I GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lyxor Tiedemann Arbitrage Strat I GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Lyxor Tiedemann to be traded at p;11993.1 in 30 days. . As returns on market increase, returns on owning Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, Lyxor Tiedemann is likely to outperform the market.
Lyxor Tiedemann correlation with market