Lyxor UCITS (France) Market Value

AEJ Etf  EUR 71.49  0.67  0.93%   
Lyxor UCITS's market value is the price at which a share of Lyxor UCITS trades on a public exchange. It measures the collective expectations of Lyxor UCITS MSCI investors about its performance. Lyxor UCITS is trading at 71.49 as of the 11th of December 2024, a 0.93 percent decrease since the beginning of the trading day. The etf's open price was 72.16.
With this module, you can estimate the performance of a buy and hold strategy of Lyxor UCITS MSCI and determine expected loss or profit from investing in Lyxor UCITS over a given investment horizon. Check out Lyxor UCITS Correlation, Lyxor UCITS Volatility and Lyxor UCITS Alpha and Beta module to complement your research on Lyxor UCITS.
Symbol

Please note, there is a significant difference between Lyxor UCITS's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lyxor UCITS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lyxor UCITS's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Lyxor UCITS 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lyxor UCITS's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lyxor UCITS.
0.00
09/12/2024
No Change 0.00  0.0 
In 3 months and 1 day
12/11/2024
0.00
If you would invest  0.00  in Lyxor UCITS on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Lyxor UCITS MSCI or generate 0.0% return on investment in Lyxor UCITS over 90 days. Lyxor UCITS is related to or competes with Multi Units, Multi Units, Lyxor UCITS, and Lyxor UCITS. The investment objective of the MULTI UNITS LUXEMBOURG Lyxor MSCI AC Asia Pacific Ex Japan UCITS ETF is to track both th... More

Lyxor UCITS Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lyxor UCITS's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lyxor UCITS MSCI upside and downside potential and time the market with a certain degree of confidence.

Lyxor UCITS Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor UCITS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor UCITS's standard deviation. In reality, there are many statistical measures that can use Lyxor UCITS historical prices to predict the future Lyxor UCITS's volatility.
Hype
Prediction
LowEstimatedHigh
70.4671.4972.52
Details
Intrinsic
Valuation
LowRealHigh
69.9370.9671.99
Details
Naive
Forecast
LowNextHigh
70.9772.0173.04
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
69.1870.5371.89
Details

Lyxor UCITS MSCI Backtested Returns

At this point, Lyxor UCITS is very steady. Lyxor UCITS MSCI has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lyxor UCITS, which you can use to evaluate the volatility of the etf. Please verify Lyxor UCITS's Risk Adjusted Performance of 0.1201, downside deviation of 1.1, and Mean Deviation of 0.7841 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The etf secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor UCITS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor UCITS is expected to be smaller as well.

Auto-correlation

    
  -0.09  

Very weak reverse predictability

Lyxor UCITS MSCI has very weak reverse predictability. Overlapping area represents the amount of predictability between Lyxor UCITS time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lyxor UCITS MSCI price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Lyxor UCITS price fluctuation can be explain by its past prices.
Correlation Coefficient-0.09
Spearman Rank Test0.08
Residual Average0.0
Price Variance0.56

Lyxor UCITS MSCI lagged returns against current returns

Autocorrelation, which is Lyxor UCITS etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lyxor UCITS's etf expected returns. We can calculate the autocorrelation of Lyxor UCITS returns to help us make a trade decision. For example, suppose you find that Lyxor UCITS has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Lyxor UCITS regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lyxor UCITS etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor UCITS etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor UCITS etf over time.
   Current vs Lagged Prices   
       Timeline  

Lyxor UCITS Lagged Returns

When evaluating Lyxor UCITS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor UCITS etf have on its future price. Lyxor UCITS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lyxor UCITS autocorrelation shows the relationship between Lyxor UCITS etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor UCITS MSCI.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

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.