Lyxor UCITS (France) Technical Analysis
BXX Etf | EUR 0.81 0.01 1.22% |
As of the 26th of November, Lyxor UCITS secures the Risk Adjusted Performance of 0.0421, downside deviation of 2.33, and Mean Deviation of 1.69. Lyxor UCITS Stoxx technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the etf's future prices.
Lyxor UCITS Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lyxor, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LyxorLyxor |
Lyxor UCITS technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Lyxor UCITS Stoxx Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Lyxor UCITS Stoxx volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Lyxor UCITS Stoxx Trend Analysis
Use this graph to draw trend lines for Lyxor UCITS Stoxx. You can use it to identify possible trend reversals for Lyxor UCITS as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Lyxor UCITS price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Lyxor UCITS Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Lyxor UCITS Stoxx applied against its price change over selected period. The best fit line has a slop of 0.0004 , which means Lyxor UCITS Stoxx will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.01, which is the sum of squared deviations for the predicted Lyxor UCITS price change compared to its average price change.About Lyxor UCITS Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Lyxor UCITS Stoxx on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Lyxor UCITS Stoxx based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Lyxor UCITS Stoxx price pattern first instead of the macroeconomic environment surrounding Lyxor UCITS Stoxx. By analyzing Lyxor UCITS's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Lyxor UCITS's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Lyxor UCITS specific price patterns or momentum indicators. Please read more on our technical analysis page.
Lyxor UCITS November 26, 2024 Technical Indicators
Most technical analysis of Lyxor help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Lyxor from various momentum indicators to cycle indicators. When you analyze Lyxor charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0421 | |||
Market Risk Adjusted Performance | (0.09) | |||
Mean Deviation | 1.69 | |||
Semi Deviation | 1.86 | |||
Downside Deviation | 2.33 | |||
Coefficient Of Variation | 2143.38 | |||
Standard Deviation | 2.12 | |||
Variance | 4.49 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.1958 | |||
Total Risk Alpha | (0.24) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | (0.1) | |||
Maximum Drawdown | 8.94 | |||
Value At Risk | (2.60) | |||
Potential Upside | 3.75 | |||
Downside Variance | 5.42 | |||
Semi Variance | 3.46 | |||
Expected Short fall | (2.17) | |||
Skewness | (0.06) | |||
Kurtosis | (0.07) |
Lyxor UCITS Stoxx One Year Return
Based on the recorded statements, Lyxor UCITS Stoxx has an One Year Return of -17.38%. This is 368.46% higher than that of the Lyxor International Asset Management S.A.S. family and notably higher than that of the One Year Return category. The one year return for all France etfs is notably higher than that of the company.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.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.