Lyxor UCITS (France) Performance
The etf secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor UCITS are expected to decrease at a much lower rate. During the bear market, Lyxor UCITS is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Lyxor UCITS Daily has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental indicators, Lyxor UCITS is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 18.74 | |
| Fifty Two Week High | 24.42 |
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 967.00 in Lyxor UCITS Daily on March 21, 2024 and sell it today you would earn a total of 61.00 from holding Lyxor UCITS Daily or generate 6.31% return on investment over 90 days. Lyxor UCITS Daily is generating 0.1015% of daily returns assuming 0.7609% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than Lyxor UCITS, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Lyxor UCITS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor UCITS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor UCITS Daily, and traders can use it to determine the average amount a Lyxor UCITS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1335
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Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Lyxor UCITS is performing at about 10% 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 Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor UCITS, and Lyxor UCITS fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Lyxor Etf performance.
| Total Asset | 97.09 M | |||
About Lyxor UCITS Performance
To evaluate Lyxor UCITS Daily Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Lyxor UCITS generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Lyxor Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Lyxor UCITS Daily market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Lyxor's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The Lyxor CAC 40 Daily Inverse UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index CAC 40 Short GR Index.The index tracks the performance of a strategy which provides inverse exposure to the CAC 40 Gross Return Index by combining a short position in the underlying index and exposure to a risk-free money-market instrument. LYXOR ETF is traded on Paris Stock Exchange in France.| This fund generated-12.0 ten year return of -12.0% | |
| Lyxor UCITS maintains all of the assets in different exotic instruments |
Other Information on Investing in Lyxor Etf
Lyxor UCITS financial ratios help investors to determine whether Lyxor Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lyxor with respect to the benefits of owning Lyxor UCITS security.