Lyxor Net (France) Performance
| PABH Etf | EUR 30.41 0.03 0.1% |
The etf secures a Beta (Market Risk) of 0.0451, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Net's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Net is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Net Zero are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Lyxor Net may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Lyxor |
Lyxor Net Relative Risk vs. Return Landscape
If you would invest 2,841 in Lyxor Net Zero on August 30, 2024 and sell it today you would earn a total of 200.00 from holding Lyxor Net Zero or generate 7.04% return on investment over 90 days. Lyxor Net Zero is generating 0.1075% of daily returns and assumes 0.7519% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Lyxor, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor Net Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Net's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Net Zero, and traders can use it to determine the average amount a Lyxor Net'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 = 0.143
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | PABH | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Lyxor Net is performing at about 11% of its full potential. 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 Net by adding it to a well-diversified portfolio.
About Lyxor Net Performance
By analyzing Lyxor Net's fundamental ratios, stakeholders can gain valuable insights into Lyxor Net's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor Net 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 Net has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.