Lyxor Net (France) Market Value
| PABH Etf | EUR 30.41 0.03 0.1% |
| Symbol | Lyxor |
Please note, there is a significant difference between Lyxor Net's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lyxor Net is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lyxor Net's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lyxor Net '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 Net'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 Net.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Lyxor Net on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Lyxor Net Zero or generate 0.0% return on investment in Lyxor Net over 720 days. Lyxor Net is related to or competes with Lyxor UCITS, Lyxor UCITS, Lyxor Treasury, Lyxor UCITS, Lyxor Index, and Lyxor UCITS. More
Lyxor Net 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 Net'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 Net Zero upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7285 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.05 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.27 |
Lyxor Net Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Net's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor Net's standard deviation. In reality, there are many statistical measures that can use Lyxor Net historical prices to predict the future Lyxor Net's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | 0.0857 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 2.02 |
Lyxor Net Zero Backtested Returns
At this point, Lyxor Net is very steady. Lyxor Net Zero 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 Net, which you can use to evaluate the volatility of the etf. Please verify Lyxor Net's Mean Deviation of 0.568, downside deviation of 0.7285, and Risk Adjusted Performance of 0.102 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 0.0451, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Net's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Net is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Lyxor Net Zero has very good predictability. Overlapping area represents the amount of predictability between Lyxor Net time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. 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 Net Zero price movement. The serial correlation of 0.8 indicates that around 80.0% of current Lyxor Net price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 3.67 |
Lyxor Net Zero lagged returns against current returns
Autocorrelation, which is Lyxor Net 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 Net's etf expected returns. We can calculate the autocorrelation of Lyxor Net returns to help us make a trade decision. For example, suppose you find that Lyxor Net 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 Net 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 Net etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor Net etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor Net etf over time.
Current vs Lagged Prices |
| Timeline |
Lyxor Net Lagged Returns
When evaluating Lyxor Net's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor Net etf have on its future price. Lyxor Net 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 Net autocorrelation shows the relationship between Lyxor Net etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor Net Zero.
Regressed Prices |
| Timeline |
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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 Net 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 Net security.