Lyxor PEA (France) Performance
| PSP5 Etf | EUR 49.58 0.15 0.30% |
The etf secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor PEA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor PEA is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor PEA SP are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Lyxor PEA may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Lyxor |
Lyxor PEA Relative Risk vs. Return Landscape
If you would invest 4,415 in Lyxor PEA SP on September 1, 2024 and sell it today you would earn a total of 543.00 from holding Lyxor PEA SP or generate 12.3% return on investment over 90 days. Lyxor PEA SP is generating 0.1796% of daily returns and assumes 0.865% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than Lyxor, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor PEA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor PEA's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor PEA SP, and traders can use it to determine the average amount a Lyxor PEA'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 = 0.2076
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Lyxor PEA is performing at about 16% 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 PEA by adding it to a well-diversified portfolio.
Lyxor PEA Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor PEA, and Lyxor PEA 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.
| Price To Earning | 19.07 X | |||
| Price To Book | 2.68 X | |||
| Price To Sales | 1.86 X | |||
| Total Asset | 77.66 M | |||
About Lyxor PEA Performance
By analyzing Lyxor PEA's fundamental ratios, stakeholders can gain valuable insights into Lyxor PEA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor PEA 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 PEA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Lyxor PEA SP 500 UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index SP 500 Net Total Return Index.The SP 500 Net Total Return Index includes 500 leading companies in leading industries of the U.S. economy and reflects the risk and return characteristics of the broader large cap universe on an on-going basis. LYXOR SP500 is traded on Paris Stock Exchange in France.| The fund maintains all of its assets in stocks |
Other Information on Investing in Lyxor Etf
Lyxor PEA 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 PEA security.