Lyxor Treasury's market value is the price at which a share of Lyxor Treasury trades on a public exchange. It measures the collective expectations of Lyxor Treasury 3 7Y investors about its performance. Lyxor Treasury is selling for under 10.52 as of the 26th of November 2024; that is 0.48% increase since the beginning of the trading day. The etf's lowest day price was 10.49. With this module, you can estimate the performance of a buy and hold strategy of Lyxor Treasury 3 7Y and determine expected loss or profit from investing in Lyxor Treasury over a given investment horizon. Check out World Market Map 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 Treasury '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 Treasury'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 Treasury.
0.00
01/31/2024
No Change 0.00
0.0
In 9 months and 28 days
11/26/2024
0.00
If you would invest 0.00 in Lyxor Treasury on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Lyxor Treasury 3 7Y or generate 0.0% return on investment in Lyxor Treasury over 300 days.
Lyxor Treasury 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 Treasury'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 Treasury 3 7Y 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 Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor Treasury's standard deviation. In reality, there are many statistical measures that can use Lyxor Treasury historical prices to predict the future Lyxor Treasury's volatility.
Lyxor Treasury 3 has Sharpe Ratio of -0.0955, which conveys that the entity had a -0.0955% return per unit of risk over the last 3 months. Lyxor Treasury exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lyxor Treasury's Standard Deviation of 0.2356, risk adjusted performance of (0.10), and Mean Deviation of 0.1873 to check out the risk estimate we provide. The etf secures a Beta (Market Risk) of 0.0186, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Treasury is expected to be smaller as well.
Auto-correlation
-0.66
Very good reverse predictability
Lyxor Treasury 3 7Y has very good reverse predictability. Overlapping area represents the amount of predictability between Lyxor Treasury time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Treasury 3 price movement. The serial correlation of -0.66 indicates that around 66.0% of current Lyxor Treasury price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.66
Spearman Rank Test
-0.01
Residual Average
0.0
Price Variance
0.02
Lyxor Treasury 3 lagged returns against current returns
Autocorrelation, which is Lyxor Treasury 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 Treasury's etf expected returns. We can calculate the autocorrelation of Lyxor Treasury returns to help us make a trade decision. For example, suppose you find that Lyxor Treasury 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 Treasury 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 Treasury etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor Treasury etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor Treasury etf over time.
Current vs Lagged Prices
Timeline
Lyxor Treasury Lagged Returns
When evaluating Lyxor Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor Treasury etf have on its future price. Lyxor Treasury 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 Treasury autocorrelation shows the relationship between Lyxor Treasury etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor Treasury 3 7Y.
Regressed Prices
Timeline
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