Lyxor SP Etf Forward View - Triple Exponential Smoothing
| LYSP5 Etf | USD 71.04 0.54 0.75% |
Lyxor Etf outlook is based on your current time horizon.
At this time the relative strength momentum indicator of Lyxor SP's share price is below 20 . This indicates that the etf is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using Lyxor SP hype-based prediction, you can estimate the value of Lyxor SP 500 from the perspective of Lyxor SP response to recently generated media hype and the effects of current headlines on its competitors.
The Triple Exponential Smoothing forecasted value of Lyxor SP 500 on the next trading day is expected to be 71.25 with a mean absolute deviation of 0.46 and the sum of the absolute errors of 27.33. Lyxor SP after-hype prediction price | USD 71.04 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Lyxor |
Lyxor SP Additional Predictive Modules
Most predictive techniques to examine Lyxor price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Lyxor using various technical indicators. When you analyze Lyxor charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Lyxor SP Triple Exponential Smoothing Price Forecast For the 6th of February
Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Lyxor SP 500 on the next trading day is expected to be 71.25 with a mean absolute deviation of 0.46, mean absolute percentage error of 0.39, and the sum of the absolute errors of 27.33.Please note that although there have been many attempts to predict Lyxor Etf prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Lyxor SP's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Lyxor SP Etf Forecast Pattern
| Backtest Lyxor SP | Lyxor SP Price Prediction | Research Analysis |
Lyxor SP Forecasted Value
In the context of forecasting Lyxor SP's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Lyxor SP's downside and upside margins for the forecasting period are 70.24 and 72.26, respectively. We have considered Lyxor SP's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Lyxor SP etf data series using in forecasting. Note that when a statistical model is used to represent Lyxor SP etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | 0.1291 |
| MAD | Mean absolute deviation | 0.4554 |
| MAPE | Mean absolute percentage error | 0.0065 |
| SAE | Sum of the absolute errors | 27.3261 |
Predictive Modules for Lyxor SP
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lyxor SP 500. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Lyxor SP After-Hype Price Density Analysis
As far as predicting the price of Lyxor SP at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Lyxor SP or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Etf prices, such as prices of Lyxor SP, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Lyxor SP Estimiated After-Hype Price Volatility
In the context of predicting Lyxor SP's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Lyxor SP's historical news coverage. Lyxor SP's after-hype downside and upside margins for the prediction period are 70.03 and 72.05, respectively. We have considered Lyxor SP's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Lyxor SP is very steady at this time. Analysis and calculation of next after-hype price of Lyxor SP 500 is based on 3 months time horizon.
Lyxor SP Etf Price Outlook Analysis
Have you ever been surprised when a price of a ETF such as Lyxor SP is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Lyxor SP backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Lyxor SP, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.07 | 1.01 | 0.00 | 0.01 | 0 Events / Month | 0 Events / Month | Uncertain |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
71.04 | 71.04 | 0.00 |
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Lyxor SP Hype Timeline
Lyxor SP 500 is now traded for 71.04on SIX Swiss Exchange of Switzerland. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. Lyxor is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is projected to be very small, whereas the daily expected return is now at 0.07%. %. The volatility of related hype on Lyxor SP is about 499.45%, with the expected price after the next announcement by competition of 71.05. The company had not issued any dividends in recent years. Assuming the 90 days trading horizon the next projected press release will be uncertain. Check out Historical Fundamental Analysis of Lyxor SP to cross-verify your projections.Lyxor SP Related Hype Analysis
Having access to credible news sources related to Lyxor SP's direct competition is more important than ever and may enhance your ability to predict Lyxor SP's future price movements. Getting to know how Lyxor SP's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Lyxor SP may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| LYTELW | Lyxor MSCI World | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| JPNC | Lyxor Japan UCITS | 1.82 | 2 per month | 0.61 | 0.03 | 1.13 | (1.35) | 4.24 | |
| LYCNB | Lyxor Euro Corp | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| MSEG | Lyxor Euro Stoxx | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| ERTH | Lyxor Euro Government | 0.00 | 0 per month | 0.00 | (0.31) | 0.44 | (0.43) | 1.44 | |
| LCCN | Lyxor MSCI China | 0.00 | 0 per month | 0.00 | (0.15) | 2.11 | (1.69) | 5.22 | |
| CBEUMC | Lyxor MSCI Europe | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| LYINDW | Lyxor MSCI World | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| LYCRN | Lyxor Commodities RefinitivCoreCommodity | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Other Forecasting Options for Lyxor SP
For every potential investor in Lyxor, whether a beginner or expert, Lyxor SP's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Lyxor Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Lyxor. Basic forecasting techniques help filter out the noise by identifying Lyxor SP's price trends.Lyxor SP Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Lyxor SP etf to make a market-neutral strategy. Peer analysis of Lyxor SP could also be used in its relative valuation, which is a method of valuing Lyxor SP by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Lyxor SP Market Strength Events
Market strength indicators help investors to evaluate how Lyxor SP 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 SP shares will generate the highest return on investment. By undertsting and applying Lyxor SP etf market strength indicators, traders can identify Lyxor SP 500 entry and exit signals to maximize returns.
| Accumulation Distribution | 2.8 | |||
| Daily Balance Of Power | (54.00) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 71.05 | |||
| Day Typical Price | 71.04 | |||
| Price Action Indicator | (0.27) | |||
| Period Momentum Indicator | (0.54) |
Lyxor SP Risk Indicators
The analysis of Lyxor SP's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Lyxor SP's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting lyxor etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.6308 | |||
| Semi Deviation | 0.9808 | |||
| Standard Deviation | 0.9637 | |||
| Variance | 0.9287 | |||
| Downside Variance | 1.11 | |||
| Semi Variance | 0.9619 | |||
| Expected Short fall | (0.69) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Lyxor SP
The number of cover stories for Lyxor SP depends on current market conditions and Lyxor SP's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Lyxor SP is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Lyxor SP's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Other Information on Investing in Lyxor Etf
Lyxor SP 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 SP security.