Lyxor UCITS (Switzerland) Performance
| MSE Etf | EUR 51.29 0.30 0.58% |
The etf secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lyxor UCITS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor UCITS is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Lyxor UCITS Stoxx has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable technical and fundamental indicators, Lyxor UCITS is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
| Fifty Two Week Low | 27.12 | |
| Fifty Two Week High | 38.91 |
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 5,366 in Lyxor UCITS Stoxx on August 31, 2024 and sell it today you would lose (237.00) from holding Lyxor UCITS Stoxx or give up 4.42% of portfolio value over 90 days. Lyxor UCITS Stoxx is producing return of less than zero assuming 0.875% volatility of returns over the 90 days investment horizon. Simply put, 7% of all etfs have less volatile historical return distribution than Lyxor UCITS, 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 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 Stoxx, 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 = -0.0763
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| Negative Returns | MSE |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor UCITS 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 UCITS by adding Lyxor UCITS 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.
About Lyxor UCITS Performance
Evaluating Lyxor UCITS's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Lyxor UCITS has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Lyxor UCITS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The Lyxor EURO STOXX 50 UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index EURO STOXX 50 Net Return EUR, offsetting the impact of daily variations of the index local currency vs. the USD. LYX ETF is traded on Switzerland Exchange in Switzerland.| Lyxor UCITS Stoxx generated a negative expected return over the last 90 days | |
| The fund maintains all of its assets in stocks |
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.