Lyxor UCITS (UK) Probability of Future Etf Price Finishing Under 7,122
| U13G Etf | 7,756 3.00 0.04% |
Lyxor |
Lyxor UCITS Target Price Odds to finish below 7,122
The tendency of Lyxor Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move below current price in 90 days |
| 7,756 | 90 days | 7,756 | about 72.28 |
Based on a normal probability distribution, the odds of Lyxor UCITS to move below current price in 90 days from now is about 72.28 (This Lyxor UCITS iBoxx probability density function shows the probability of Lyxor Etf to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Lyxor UCITS iBoxx has a beta of -0.0529. This usually implies as returns on the benchmark increase, returns on holding Lyxor UCITS are expected to decrease at a much lower rate. During a bear market, however, Lyxor UCITS iBoxx is likely to outperform the market. Additionally Lyxor UCITS iBoxx has an alpha of 0.0439, implying that it can generate a 0.0439 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Lyxor UCITS Price Density |
| Price |
Predictive Modules for Lyxor UCITS
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lyxor UCITS iBoxx. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Lyxor UCITS Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Lyxor UCITS is not an exception. The market had few large corrections towards the Lyxor UCITS's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Lyxor UCITS iBoxx, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Lyxor UCITS within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | -0.05 | |
σ | Overall volatility | 156.65 | |
Ir | Information ratio | -0.05 |
Lyxor UCITS Technical Analysis
Lyxor UCITS's future price can be derived by breaking down and analyzing its technical indicators over time. Lyxor Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Lyxor UCITS iBoxx. In general, you should focus on analyzing Lyxor Etf price patterns and their correlations with different microeconomic environments and drivers.
Lyxor UCITS Predictive Forecast Models
Lyxor UCITS's time-series forecasting models is one of many Lyxor UCITS's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Lyxor UCITS's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lyxor UCITS in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lyxor UCITS's short interest history, or implied volatility extrapolated from Lyxor UCITS options trading.
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.