Lyxor PEA (France) Performance

PSPH Etf  EUR 24.18  0.10  0.42%   
The etf secures a Beta (Market Risk) of -0.0153, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor PEA are expected to decrease at a much lower rate. During the bear market, Lyxor PEA is likely to outperform the market.

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor PEA SP are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Lyxor PEA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Lyxor PEA Relative Risk vs. Return Landscape

If you would invest  2,405  in Lyxor PEA SP on November 27, 2025 and sell it today you would earn a total of  13.00  from holding Lyxor PEA SP or generate 0.54% return on investment over 90 days. Lyxor PEA SP is generating 0.0103% of daily returns and assumes 0.5637% volatility on return distribution over the 90 days horizon. Simply put, 5% 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  
Assuming the 90 days trading horizon Lyxor PEA is expected to generate 5.23 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.36 times less risky than the market. It trades about 0.02 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 of returns per unit of risk over similar time horizon.
Below is the normalized historical share price chart for Lyxor PEA SP extending back to December 05, 2018. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Lyxor PEA stands at 24.18, as last reported on the 25th of February, with the highest price reaching 24.20 and the lowest price hitting 24.00 during the day.
3 y Volatility
11.6
200 Day MA
23.2282
1 y Volatility
10.75
50 Day MA
24.3129
Inception Date
2018-11-26
 
Covid
 
Interest Hikes

Lyxor PEA Target Price Odds to finish over Current Price

The tendency of Lyxor Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 24.18 90 days 24.18 
about 57.93
Based on a normal probability distribution, the odds of Lyxor PEA to move above the current price in 90 days from now is about 57.93 (This Lyxor PEA SP probability density function shows the probability of Lyxor Etf to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Lyxor PEA SP has a beta of -0.0153 indicating as returns on the benchmark increase, returns on holding Lyxor PEA are expected to decrease at a much lower rate. During a bear market, however, Lyxor PEA SP is likely to outperform the market. Additionally Lyxor PEA SP has an alpha of 0.0297, implying that it can generate a 0.0297 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Lyxor PEA Price Density   
       Price  

Predictive Modules for Lyxor PEA

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 PEA SP. 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.
Hype
Prediction
LowEstimatedHigh
23.6224.1824.74
Details
Intrinsic
Valuation
LowRealHigh
23.0223.5826.60
Details
Naive
Forecast
LowNextHigh
23.6124.1724.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.8524.1924.50
Details

Lyxor PEA Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Lyxor PEA is not an exception. The market had few large corrections towards the Lyxor PEA's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Lyxor PEA SP, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Lyxor PEA within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.03
β
Beta against Dow Jones-0.02
σ
Overall volatility
0.25
Ir
Information ratio -0.1

Lyxor PEA Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Lyxor PEA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Lyxor PEA SP can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund maintains all of its assets in stocks

Lyxor PEA Fundamentals Growth

Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor PEA, and Lyxor PEA 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 PEA Performance

By analyzing Lyxor PEA's fundamental ratios, stakeholders can gain valuable insights into Lyxor PEA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor PEA 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 PEA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Lyxor PEA SP 500 UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index SP 500 Net Total Return Index.The SP 500 Net Total Return Index includes 500 leading companies in leading industries of the U.S. economy and reflects the risk and return characteristics of the broader large cap universe on an on-going basis. LYXOR PEA is traded on Paris Stock Exchange in France.
The fund maintains all of its assets in stocks

Other Information on Investing in Lyxor Etf

Lyxor PEA 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 PEA security.