Lyxor Stoxx (Germany) Risk Analysis And Volatility Evaluation

LYYL -- Germany ETF  

EUR 29.24  0.004999  0.0171%

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 Stoxx which you can use to evaluate future volatility of the organization. Please verify Lyxor Stoxx Europe 600 TrvlLsr ETF AI Mean Deviation of 0.0727 and Risk Adjusted Performance of 0.1354 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lyxor Stoxx Market Sensitivity

As returns on market increase, Lyxor Stoxx returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor Stoxx will be expected to be smaller as well.
One Month Beta |Analyze Lyxor Stoxx Europe Demand Trend
Check current 30 days Lyxor Stoxx correlation with market (DOW)
β = 0.0048
Lyxor Stoxx Small BetaLyxor Stoxx Europe Beta Legend

Lyxor Stoxx Europe Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Lyxor Stoxx Projected Return Density Against Market

Assuming 30 trading days horizon, Lyxor Stoxx has beta of 0.0048 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. Moreover, Lyxor Stoxx Europe 600 TrvlLsr ETF AI has an alpha of 0.0158 implying that it can potentially generate 0.0158% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0158
β
Beta against DOW=0.0048
σ
Overall volatility
=0.00
Ir
Information ratio =1.45

Lyxor Stoxx Return Volatility

Lyxor Stoxx Europe 600 TrvlLsr ETF AI accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lyxor Stoxx Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Lyxor Stoxx Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Lyxor Stoxx Europe 600 TrvlLsr ETF AI. 0% of all equities and portfolios are less risky than Lyxor Stoxx. Compared to the overall equity markets, volatility of historical daily returns of Lyxor Stoxx Europe 600 TrvlLsr ETF AI is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lyxor Stoxx Europe 600 TrvlLsr ETF AI to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of Lyxor Stoxx to be traded at €30.7 in 30 days. As returns on market increase, Lyxor Stoxx returns are expected to increase less than the market. However during bear market, the loss on holding Lyxor Stoxx will be expected to be smaller as well.

Lyxor Stoxx correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lyxor Stoxx Europe 600 TrvlLsr and equity matching DJI index in the same portfolio.

Lyxor Stoxx Volatility Indicators

Lyxor Stoxx Europe 600 TrvlLsr ETF AI Current Risk Indicators

Please see also Stocks Correlation. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
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