|Horizon||30 Days Login to change|
Lyxor Tiedemann Arbi Technical Analysis
Lyxor Tiedemann Projected Return Density Against MarketAssuming 30 trading days horizon, Lyxor Tiedemann has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Lyxor Tiedemann are completely uncorrelated. Furthermore, Lyxor Tiedemann Arbitrage Strat I GBPIt does not look like Lyxor Tiedemann alpha can have any bearing on the equity current valuation.
Lyxor Tiedemann Return VolatilityLyxor Tiedemann Arbitrage Strat I GBP 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.