Lyxor Euro Stoxx Etf Beta
| MSEC Etf | CHF 199.14 0.02 0.01% |
As of the 18th of February 2026, Lyxor Euro secures the Risk Adjusted Performance of 0.0784, mean deviation of 0.6195, and Downside Deviation of 0.9674. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Lyxor Euro Stoxx, as well as the relationship between them. Please verify Lyxor Euro Stoxx semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to decide if Lyxor Euro Stoxx is priced some-what accurately, providing market reflects its recent price of 199.14 per share.
Lyxor Euro's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Lyxor Euro's valuation are provided below:Lyxor Euro Stoxx does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Lyxor |
Lyxor Euro 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lyxor Euro's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lyxor Euro.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Lyxor Euro on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Lyxor Euro Stoxx or generate 0.0% return on investment in Lyxor Euro over 90 days. Lyxor Euro is related to or competes with IShares JP, IShares Global, Xtrackers MSCI, IShares Corp, Vanguard FTSE, IShares Core, and IShares Edge. The Lyxor EURO STOXX 50 UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index EURO ... More
Lyxor Euro Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lyxor Euro's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lyxor Euro Stoxx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9674 | |||
| Information Ratio | 0.0352 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.43 |
Lyxor Euro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Euro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor Euro's standard deviation. In reality, there are many statistical measures that can use Lyxor Euro historical prices to predict the future Lyxor Euro's volatility.| Risk Adjusted Performance | 0.0784 | |||
| Jensen Alpha | 0.0731 | |||
| Total Risk Alpha | 0.027 | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | (8.08) |
Lyxor Euro February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0784 | |||
| Market Risk Adjusted Performance | (8.07) | |||
| Mean Deviation | 0.6195 | |||
| Semi Deviation | 0.8493 | |||
| Downside Deviation | 0.9674 | |||
| Coefficient Of Variation | 1021.06 | |||
| Standard Deviation | 0.8448 | |||
| Variance | 0.7137 | |||
| Information Ratio | 0.0352 | |||
| Jensen Alpha | 0.0731 | |||
| Total Risk Alpha | 0.027 | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | (8.08) | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.9358 | |||
| Semi Variance | 0.7214 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.50) | |||
| Kurtosis | 0.5653 |
Lyxor Euro Stoxx Backtested Returns
At this stage we consider Lyxor Etf to be very steady. Lyxor Euro Stoxx has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lyxor Euro, which you can use to evaluate the volatility of the etf. Please verify Lyxor Euro's Downside Deviation of 0.9674, risk adjusted performance of 0.0784, and Mean Deviation of 0.6195 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The etf secures a Beta (Market Risk) of -0.009, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor Euro are expected to decrease at a much lower rate. During the bear market, Lyxor Euro is likely to outperform the market.
Auto-correlation | 0.30 |
Below average predictability
Lyxor Euro Stoxx has below average predictability. Overlapping area represents the amount of predictability between Lyxor Euro time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lyxor Euro Stoxx price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Lyxor Euro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.55 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Lyxor Euro Stoxx has a Beta of 0.0. This indicator is about the same for the Lyxor International Asset Management S.A.S. average (which is currently at 0.0) family and about the same as Other Equity (which currently averages 0.0) category. This indicator is about the same for all Switzerland etfs average (which is currently at 0.0).
Lyxor Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Lyxor Euro's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Lyxor Euro could also be used in its relative valuation, which is a method of valuing Lyxor Euro by comparing valuation metrics of similar companies.Lyxor Euro is currently under evaluation in beta as compared to similar ETFs.
Lyxor Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Lyxor Euro's current stock value. Our valuation model uses many indicators to compare Lyxor Euro value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Lyxor Euro competition to find correlations between indicators driving Lyxor Euro's intrinsic value. More Info.Lyxor Euro Stoxx is rated number one ETF in price to earning as compared to similar ETFs. It also is rated number one ETF in price to book as compared to similar ETFs fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Lyxor Euro Stoxx is roughly 9.63 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Lyxor Euro's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Lyxor Euro
The fund invests 100.0% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides Lyxor Euro's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Lyxor Fundamentals
| Price To Earning | 14.63 X | |||
| Price To Book | 1.52 X | |||
| Price To Sales | 1.02 X | |||
| One Year Return | 9.10 % | |||
| Three Year Return | 12.60 % | |||
| Five Year Return | 11.50 % | |||
| Ten Year Return | 9.60 % | |||
| Equity Positions Weight | 100.00 % |
About Lyxor Euro Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Lyxor Euro Stoxx's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Lyxor Euro using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Lyxor Euro Stoxx based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lyxor Etf
Lyxor Euro 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 Euro security.