Lyxor UCITS (France) Technical Analysis
| US13 Etf | EUR 95.88 0.62 0.65% |
As of the 21st of November, Lyxor UCITS secures the Mean Deviation of 0.2247, risk adjusted performance of 0.2203, and Coefficient Of Variation of 319.43. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Lyxor UCITS iBoxx, as well as the relationship between them.
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 iBoxx Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 iBoxx volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Lyxor UCITS iBoxx Trend Analysis
Use this graph to draw trend lines for Lyxor UCITS iBoxx. 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 iBoxx applied against its price change over selected period. The best fit line has a slop of 0.07 , which means Lyxor UCITS iBoxx will continue generating value for investors. It has 122 observation points and a regression sum of squares at 211.33, 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 iBoxx 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 iBoxx based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Lyxor UCITS iBoxx price pattern first instead of the macroeconomic environment surrounding Lyxor UCITS iBoxx. 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 21, 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 | 0.2203 | |||
| Market Risk Adjusted Performance | 0.8766 | |||
| Mean Deviation | 0.2247 | |||
| Downside Deviation | 0.2827 | |||
| Coefficient Of Variation | 319.43 | |||
| Standard Deviation | 0.2944 | |||
| Variance | 0.0867 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0741 | |||
| Total Risk Alpha | 0.0488 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.8666 | |||
| Maximum Drawdown | 1.29 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.5959 | |||
| Downside Variance | 0.0799 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.29) | |||
| Skewness | 0.3712 | |||
| Kurtosis | 0.6982 |
Lyxor UCITS iBoxx One Year Return
Based on the recorded statements, Lyxor UCITS iBoxx has an One Year Return of 0.19%. This is 105.12% lower than that of the Lyxor International Asset Management S.A.S. family and 105.12% lower than that of the One Year Return category. The one year return for all France etfs is 119.59% lower than that of the firm.
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.