Lyxor UCITS (Germany) Performance

LYME -- Germany ETF  

EUR 27.49  0.21  0.76%

The etf secures Beta (Market Risk) of -0.329 which conveys that as returns on market increase, returns on owning Lyxor UCITS are expected to decrease at a much smaller rate. During bear market, Lyxor UCITS is likely to outperform the market.. Even though it is essential to pay attention to Lyxor UCITS ETF price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Lyxor UCITS exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Lyxor UCITS ETF Relative Risk vs. Return Landscape

If you would invest  2,766  in Lyxor UCITS ETF Hong Kong on September 15, 2018 and sell it today you would lose (17.00)  from holding Lyxor UCITS ETF Hong Kong or give up 0.61% of portfolio value over 30 days. Lyxor UCITS ETF Hong Kong is producing return of less than zero assuming 1.5772% volatility of returns over the 30 days investment horizon. Simply put, 14% of all equities have less volatile historical return distribution than Lyxor UCITS ETF Hong Kong and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Lyxor UCITS ETF Hong Kong is expected to generate 1.51 times more return on investment than the market. However, the company is 1.51 times more volatile than its market benchmark. It trades about -0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Lyxor UCITS Market Risk Analysis

Sharpe Ratio = -0.0204
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Lyxor UCITS Relative Performance Indicators

Estimated Market Risk
 1.58
  actual daily
 
 86 %
of total potential
  
Expected Return
 -0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Lyxor UCITS is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Lyxor UCITS by adding it to a well-diversified portfolio.

Lyxor UCITS Performance Rating

Lyxor UCITS ETF Hong Kong Risk Adjusted Performance Analysis

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Risk-Adjusted Performance

Over the last 30 days Lyxor UCITS ETF Hong Kong has generated negative risk-adjusted returns adding no value to investors with long positions.

Lyxor UCITS Alerts

Equity Alerts and Improvement Suggestions

Lyxor UCITS ETF is not yet fully synchronised with the market data
Lyxor UCITS ETF generates negative expected return over the last 30 days
Please see also Stocks Correlation. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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