Lyxor MSCI's market value is the price at which a share of Lyxor MSCI trades on a public exchange. It measures the collective expectations of Lyxor MSCI Semiconductors investors about its performance. Lyxor MSCI is trading at 51.56 as of the 31st of January 2025, a 1.24 percent increase since the beginning of the trading day. The etf's open price was 50.93. With this module, you can estimate the performance of a buy and hold strategy of Lyxor MSCI Semiconductors and determine expected loss or profit from investing in Lyxor MSCI over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Lyxor
Lyxor MSCI '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 MSCI'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 MSCI.
0.00
09/03/2024
No Change 0.00
0.0
In 4 months and 31 days
01/31/2025
0.00
If you would invest 0.00 in Lyxor MSCI on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Lyxor MSCI Semiconductors or generate 0.0% return on investment in Lyxor MSCI over 150 days.
Lyxor MSCI 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 MSCI'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 MSCI Semiconductors upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor MSCI's standard deviation. In reality, there are many statistical measures that can use Lyxor MSCI historical prices to predict the future Lyxor MSCI's volatility.
At this point, Lyxor MSCI is very steady. Lyxor MSCI Semiconductors has Sharpe Ratio of 0.0442, which conveys that the entity had a 0.0442 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Lyxor MSCI, which you can use to evaluate the volatility of the etf. Please verify Lyxor MSCI's Mean Deviation of 1.63, risk adjusted performance of 0.0038, and Standard Deviation of 2.38 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 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lyxor MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor MSCI is expected to be smaller as well.
Auto-correlation
0.52
Modest predictability
Lyxor MSCI Semiconductors has modest predictability. Overlapping area represents the amount of predictability between Lyxor MSCI time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. 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 MSCI Semiconductors price movement. The serial correlation of 0.52 indicates that about 52.0% of current Lyxor MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient
0.52
Spearman Rank Test
0.58
Residual Average
0.0
Price Variance
5.61
Lyxor MSCI Semiconductors lagged returns against current returns
Autocorrelation, which is Lyxor MSCI 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 MSCI's etf expected returns. We can calculate the autocorrelation of Lyxor MSCI returns to help us make a trade decision. For example, suppose you find that Lyxor MSCI 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 MSCI 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 MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor MSCI etf over time.
Current vs Lagged Prices
Timeline
Lyxor MSCI Lagged Returns
When evaluating Lyxor MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor MSCI etf have on its future price. Lyxor MSCI 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 MSCI autocorrelation shows the relationship between Lyxor MSCI etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor MSCI Semiconductors.
Regressed Prices
Timeline
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.