Lyxor 1 (Germany) Alpha and Beta Analysis

E908 Etf  EUR 25.18  0.15  0.59%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lyxor 1 . It also helps investors analyze the systematic and unsystematic risks associated with investing in Lyxor 1 over a specified time horizon. Remember, high Lyxor 1's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Lyxor 1's market risk premium analysis include:
Beta
(0.11)
Alpha
0.0102
Risk
0.91
Sharpe Ratio
0.0081
Expected Return
0.0073
Please note that although Lyxor 1 alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Lyxor 1 did 0.01  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Lyxor 1 etf's relative risk over its benchmark. Lyxor 1 has a beta of 0.11  . As returns on the market increase, returns on owning Lyxor 1 are expected to decrease at a much lower rate. During the bear market, Lyxor 1 is likely to outperform the market. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Lyxor 1 Backtesting, Portfolio Optimization, Lyxor 1 Correlation, Lyxor 1 Hype Analysis, Lyxor 1 Volatility, Lyxor 1 History and analyze Lyxor 1 Performance.

Lyxor 1 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lyxor 1 market risk premium is the additional return an investor will receive from holding Lyxor 1 long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Lyxor 1. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Lyxor 1's performance over market.
α0.01   β-0.11

Lyxor 1 expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Lyxor 1's Buy-and-hold return. Our buy-and-hold chart shows how Lyxor 1 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Lyxor 1 Market Price Analysis

Market price analysis indicators help investors to evaluate how Lyxor 1 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lyxor 1 shares will generate the highest return on investment. By understating and applying Lyxor 1 etf market price indicators, traders can identify Lyxor 1 position entry and exit signals to maximize returns.

Lyxor 1 Return and Market Media

The median price of Lyxor 1 for the period between Fri, Feb 23, 2024 and Thu, May 23, 2024 is 25.04 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 24.87, and mean deviation of 0.42. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Lyxor 1 Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Lyxor or other etfs. Alpha measures the amount that position in Lyxor 1 has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lyxor 1 in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lyxor 1's short interest history, or implied volatility extrapolated from Lyxor 1 options trading.

Build Portfolio with Lyxor 1

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Lyxor 1 Backtesting, Portfolio Optimization, Lyxor 1 Correlation, Lyxor 1 Hype Analysis, Lyxor 1 Volatility, Lyxor 1 History and analyze Lyxor 1 Performance.
You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Lyxor 1 technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
A focus of Lyxor 1 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Lyxor 1 trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...