Lyxor UCITS (France) Performance
| BTPS Etf | EUR 17.47 0.18 1.04% |
The etf secures a Beta (Market Risk) of -0.0317, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor UCITS are expected to decrease at a much lower rate. During the bear market, Lyxor UCITS is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Lyxor UCITS Daily has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Lyxor UCITS is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 19.32 | |
| Fifty Two Week High | 29.43 |
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 1,770 in Lyxor UCITS Daily on September 16, 2024 and sell it today you would lose (23.00) from holding Lyxor UCITS Daily or give up 1.3% of portfolio value over 90 days. Lyxor UCITS Daily is generating negative expected returns and assumes 0.6628% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Lyxor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor UCITS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor UCITS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor UCITS Daily, and traders can use it to determine the average amount a Lyxor UCITS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0266
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| Negative Returns | BTPS |
Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor UCITS is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Lyxor UCITS by adding Lyxor UCITS to a well-diversified portfolio.
Lyxor UCITS Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor UCITS, and Lyxor UCITS fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Lyxor Etf performance.
| Total Asset | 137.1 M | |||
About Lyxor UCITS Performance
By analyzing Lyxor UCITS's fundamental ratios, stakeholders can gain valuable insights into Lyxor UCITS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor UCITS has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Lyxor UCITS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Lyxor BTP Daily Inverse UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index SGI Daily Dble Short BTP.The SGI Daily Dble Short BTP aims to reflect an inverse exposure leveraged to a multiple of 2 to the daily performance of the Italian Long Term Bond Market while avoiding the costs linked to the use of cash instruments. Lyxor Daily is traded on Paris Stock Exchange in France.| Lyxor UCITS Daily generated a negative expected return over the last 90 days | |
| Lyxor UCITS Daily generated five year return of -14.0% | |
| This fund holds all of the assets under management (AUM) in different types of exotic instruments |
Other Information on Investing in Lyxor Etf
Lyxor UCITS 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 UCITS security.