Lyxor MSCI (France) Performance
| RIO Etf | EUR 17.64 0.28 1.56% |
The etf secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lyxor MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Lyxor MSCI Brazil has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
| Fifty Two Week Low | 10.08 | |
| Fifty Two Week High | 1,549.50 |
Lyxor |
Lyxor MSCI Relative Risk vs. Return Landscape
If you would invest 1,938 in Lyxor MSCI Brazil on September 1, 2024 and sell it today you would lose (174.00) from holding Lyxor MSCI Brazil or give up 8.98% of portfolio value over 90 days. Lyxor MSCI Brazil is producing return of less than zero assuming 1.2832% volatility of returns over the 90 days investment horizon. Simply put, 11% of all etfs have less volatile historical return distribution than Lyxor MSCI, 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor MSCI Brazil, and traders can use it to determine the average amount a Lyxor MSCI'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 = -0.1046
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| Negative Returns | RIO |
Estimated Market Risk
| 1.28 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor MSCI 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 MSCI by adding Lyxor MSCI to a well-diversified portfolio.
Lyxor MSCI Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor MSCI, and Lyxor MSCI 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 | 176.69 M | |||
About Lyxor MSCI Performance
By analyzing Lyxor MSCI's fundamental ratios, stakeholders can gain valuable insights into Lyxor MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor MSCI 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 MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The investment objective of the MULTI UNITS LUXEMBOURG Lyxor MSCI Brazil UCITS ETF is to track both the upward and the downward evolution of the MSCI Brazil Net Total Return Index denominated in US dollars and representative of the Brazilian equity market, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index . LYXOR MSCI is traded on Paris Stock Exchange in France.| Lyxor MSCI Brazil generated a negative expected return over the last 90 days | |
| The fund maintains all of its assets in stocks |
Other Information on Investing in Lyxor Etf
Lyxor MSCI 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 MSCI security.