Lyxor Core (UK) Performance
| GILI Etf | 14,090 50.50 0.36% |
The etf secures a Beta (Market Risk) of 0.09, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Core is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Lyxor Core UK has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Lyxor Core is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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| In Threey Sharp Ratio | 0.33 |
Lyxor |
Lyxor Core Relative Risk vs. Return Landscape
If you would invest 1,429,000 in Lyxor Core UK on August 31, 2024 and sell it today you would lose (19,950) from holding Lyxor Core UK or give up 1.4% of portfolio value over 90 days. Lyxor Core UK is generating negative expected returns and assumes 0.5026% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Lyxor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Core UK, and traders can use it to determine the average amount a Lyxor Core'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 = -0.0412
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| Negative Returns | GILI |
Estimated Market Risk
| 0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor Core is not performing at its full potential. However, 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 Core by adding Lyxor Core to a well-diversified portfolio.
Lyxor Core Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor Core, and Lyxor Core 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.
About Lyxor Core Performance
Assessing Lyxor Core's fundamental ratios provides investors with valuable insights into Lyxor Core's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Lyxor Core is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Lyxor Core is entity of United Kingdom. It is traded as Etf on LSE exchange.| Lyxor Core UK generated a negative expected return over the last 90 days |
Other Information on Investing in Lyxor Etf
Lyxor Core 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 Core security.