Lyxor UCITS (France) Performance
| USA Etf | EUR 542.06 2.29 0.42% |
The etf secures a Beta (Market Risk) of 0.83, 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
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor UCITS MSCI are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Lyxor UCITS may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| Fifty Two Week Low | 200.11 | |
| Fifty Two Week High | 260.43 |
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 47,787 in Lyxor UCITS MSCI on August 30, 2024 and sell it today you would earn a total of 6,419 from holding Lyxor UCITS MSCI or generate 13.43% return on investment over 90 days. Lyxor UCITS MSCI is generating 0.1981% of daily returns assuming 0.91% volatility of returns over the 90 days investment horizon. Simply put, 8% of all etfs have less volatile historical return distribution than Lyxor UCITS, and 97% 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 MSCI, 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 = 0.2177
| Best Portfolio | Best Equity | |||
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| Small Returns | USA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average Lyxor UCITS is performing at about 17% 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 UCITS by adding it 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.
| Price To Earning | 19.27 X | |||
| Price To Book | 2.69 X | |||
| Price To Sales | 1.87 X | |||
| Total Asset | 921.71 M | |||
About Lyxor UCITS Performance
By analyzing Lyxor UCITS's fundamental ratios, stakeholders can gain valuable insights into Lyxor UCITS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. 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.
The Lyxor MSCI USA UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index MSCI Daily TR Net USA USD.The MSCI Daily TR Net USA USD is a free float-adjusted market capitalisation weighted index that monitors the performance of USA stocks. LYXOR ETF is traded on Paris Stock Exchange in France.| The fund keeps all of its net 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.