Lyxor FAZ (Germany) Market Value
| C006 Etf | EUR 37.64 0.10 0.26% |
| Symbol | Lyxor |
Lyxor FAZ '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 FAZ'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 FAZ.
| 06/21/2024 |
| 01/12/2026 |
If you would invest 0.00 in Lyxor FAZ on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Lyxor FAZ 100 or generate 0.0% return on investment in Lyxor FAZ over 570 days. Lyxor FAZ is related to or competes with IShares STOXX, Lyxor MDAX, and Lyxor 1. The investment seeks to replicate, net of expenses, the F.A.Z More
Lyxor FAZ 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 FAZ'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 FAZ 100 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8706 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.1 |
Lyxor FAZ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor FAZ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor FAZ's standard deviation. In reality, there are many statistical measures that can use Lyxor FAZ historical prices to predict the future Lyxor FAZ's volatility.| Risk Adjusted Performance | 0.039 | |||
| Jensen Alpha | 0.0211 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.2706 |
Lyxor FAZ 100 Backtested Returns
At this point, Lyxor FAZ is very steady. Lyxor FAZ 100 has Sharpe Ratio of 0.0642, which conveys that the entity had a 0.0642 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lyxor FAZ, which you can use to evaluate the volatility of the etf. Please verify Lyxor FAZ's Mean Deviation of 0.6405, risk adjusted performance of 0.039, and Downside Deviation of 0.8706 to check out if the risk estimate we provide is consistent with the expected return of 0.0506%. The etf secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor FAZ's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor FAZ is expected to be smaller as well.
Auto-correlation | 0.14 |
Insignificant predictability
Lyxor FAZ 100 has insignificant predictability. Overlapping area represents the amount of predictability between Lyxor FAZ time series from 21st of June 2024 to 2nd of April 2025 and 2nd of April 2025 to 12th of January 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 FAZ 100 price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Lyxor FAZ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.55 |
Lyxor FAZ 100 lagged returns against current returns
Autocorrelation, which is Lyxor FAZ etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lyxor FAZ's etf expected returns. We can calculate the autocorrelation of Lyxor FAZ returns to help us make a trade decision. For example, suppose you find that Lyxor FAZ has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Lyxor FAZ regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lyxor FAZ etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor FAZ etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor FAZ etf over time.
Current vs Lagged Prices |
| Timeline |
Lyxor FAZ Lagged Returns
When evaluating Lyxor FAZ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor FAZ etf have on its future price. Lyxor FAZ autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lyxor FAZ autocorrelation shows the relationship between Lyxor FAZ etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor FAZ 100.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lyxor Etf
Lyxor FAZ 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 FAZ security.