Lyxor Index (Germany) Performance
| LIGS Etf | EUR 119.66 1.30 1.10% |
The etf secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Index is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Index Fund are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady technical and fundamental indicators, Lyxor Index may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
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Lyxor Index Relative Risk vs. Return Landscape
If you would invest 11,226 in Lyxor Index Fund on November 3, 2024 and sell it today you would earn a total of 740.00 from holding Lyxor Index Fund or generate 6.59% return on investment over 90 days. Lyxor Index Fund is generating 0.1317% of daily returns assuming 0.8921% volatility of returns over the 90 days investment horizon. Simply put, 7% of all etfs have less volatile historical return distribution than Lyxor Index, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Lyxor Index Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Index's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Index Fund, and traders can use it to determine the average amount a Lyxor Index'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 = 0.1476
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Lyxor Index is performing at about 11% of its full potential. 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 Index by adding it to a well-diversified portfolio.
About Lyxor Index Performance
By analyzing Lyxor Index's fundamental ratios, stakeholders can gain valuable insights into Lyxor Index's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor Index 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 Index has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.