Lyxor UCITS (Germany) Risk Analysis And Volatility

LYME -- Germany ETF  

EUR 27.11  0.07  0.26%

Our philosophy towards estimating volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Lyxor UCITS which you can use to evaluate future volatility of the organization. Please verify Lyxor UCITS ETF Hong Kong Risk Adjusted Performance of 0.0033 and Mean Deviation of 1.13 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lyxor UCITS Market Sensitivity

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.
2 Months Beta |Analyze Lyxor UCITS ETF Demand Trend
Check current 30 days Lyxor UCITS correlation with market (DOW)
β = 0.3093

Lyxor UCITS Central Daily Price Deviation

Lyxor UCITS ETF Technical Analysis

Transformation
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Lyxor UCITS Projected Return Density Against Market

Assuming 30 trading days horizon, Lyxor UCITS has beta of 0.3093 indicating as returns on market go up, Lyxor UCITS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lyxor UCITS ETF Hong Kong will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Lyxor UCITS ETF is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.31
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

Lyxor UCITS Return Volatility

the entity assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.6967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Performance Analysis

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Investment Outlook

Lyxor UCITS Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Lyxor UCITS ETF Hong Kong. 0% of all equities and portfolios are less risky than Lyxor UCITS. Compared to the overall equity markets, volatility of historical daily returns of Lyxor UCITS ETF Hong Kong is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lyxor UCITS ETF Hong Kong to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of Lyxor UCITS to be traded at €28.47 in 30 days. . 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.

Lyxor UCITS correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lyxor UCITS ETF Hong Kong and equity matching DJI index in the same portfolio.

Lyxor UCITS Volatility Indicators

Lyxor UCITS ETF Hong Kong Current Risk Indicators

Please see also Stocks Correlation. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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