|Horizon||30 Days Login to change|
Lyxor Stoxx Market Sensitivity
Lyxor Stoxx Europe Technical Analysis
Lyxor Stoxx Projected Return Density Against MarketAssuming 30 trading days horizon, Lyxor Stoxx has beta of 0.0323 indicating as returns on market go up, Lyxor Stoxx average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lyxor Stoxx Europe 600 TrvlLsr ETF AI will be expected to be much smaller as well. Additionally, Lyxor Stoxx Europe 600 TrvlLsr ETF AI has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Lyxor Stoxx Return VolatilityLyxor Stoxx Europe 600 TrvlLsr ETF AI accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3128% risk (volatility on return distribution) over the 30 days horizon.