Lyxor MSCI (UK) Performance
| KRWL Etf | 4,761 18.75 0.39% |
The etf secures a Beta (Market Risk) of 0.0172, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Lyxor MSCI Korea has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Etf's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the exchange-traded fund private investors. ...more
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Lyxor MSCI Relative Risk vs. Return Landscape
If you would invest 530,650 in Lyxor MSCI Korea on August 31, 2024 and sell it today you would lose (54,525) from holding Lyxor MSCI Korea or give up 10.28% of portfolio value over 90 days. Lyxor MSCI Korea is generating negative expected returns and assumes 1.3753% volatility on return distribution over the 90 days horizon. Simply put, 12% 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 |
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Lyxor MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor MSCI Korea, and traders can use it to determine the average amount a Lyxor MSCI'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 = -0.1163
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| Negative Returns | KRWL |
Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor MSCI 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 MSCI by adding Lyxor MSCI to a well-diversified portfolio.
About Lyxor MSCI Performance
Assessing Lyxor MSCI's fundamental ratios provides investors with valuable insights into Lyxor MSCI's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Lyxor MSCI 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 MSCI is entity of United Kingdom. It is traded as Etf on LSE exchange.| Lyxor MSCI Korea generated a negative expected return over the last 90 days |
Other Information on Investing in Lyxor Etf
Lyxor MSCI 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 MSCI security.