Lyxor UCITS (Germany) Performance

LYME -- Germany ETF  

EUR 26.53  0.02  0.08%

The etf secures Beta (Market Risk) of 0.2031 which conveys that as returns on market increase, Lyxor UCITS returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor UCITS will be expected to be smaller as well.. 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  2,667  in Lyxor UCITS ETF Hong Kong on November 10, 2018 and sell it today you would lose (14.00)  from holding Lyxor UCITS ETF Hong Kong or give up 0.52% of portfolio value over 30 days. Lyxor UCITS ETF Hong Kong is producing return of less than zero assuming 1.4117% volatility of returns over the 30 days investment horizon. Simply put, 12% 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 1.08 times more return on investment than the market. However, the company is 1.08 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Lyxor UCITS Market Risk Analysis

Sharpe Ratio = -0.0274
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Lyxor UCITS Relative Performance Indicators

Estimated Market Risk
 1.41
  actual daily
 
 12 %
of total potential
 
12
Expected Return
 -0.04
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.03
  actual daily
 
 0 %
of total potential
 
0
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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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