Lyxor 10Y (UK) Market Value
| INFU Etf | 130.62 0.22 0.17% |
| Symbol | Lyxor |
Lyxor 10Y '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 10Y'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 10Y.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Lyxor 10Y on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Lyxor 10Y Inflation or generate 0.0% return on investment in Lyxor 10Y over 720 days. Lyxor 10Y is related to or competes with Lyxor Smart, Lyxor UCITS, Lyxor Core, Lyxor Core, Lyxor UCITS, Lyxor UCITS, and Lyxor Treasury. Lyxor 10Y is entity of United Kingdom. It is traded as Etf on LSE exchange. More
Lyxor 10Y 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 10Y'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 10Y Inflation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2354 | |||
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 1.25 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.3969 |
Lyxor 10Y Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor 10Y's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor 10Y's standard deviation. In reality, there are many statistical measures that can use Lyxor 10Y historical prices to predict the future Lyxor 10Y's volatility.| Risk Adjusted Performance | 0.0795 | |||
| Jensen Alpha | 0.0171 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.40) | |||
| Treynor Ratio | 0.7386 |
Lyxor 10Y Inflation Backtested Returns
Currently, Lyxor 10Y Inflation is very steady. Lyxor 10Y Inflation has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lyxor 10Y, which you can use to evaluate the volatility of the etf. Please verify Lyxor 10Y's Downside Deviation of 0.2354, mean deviation of 0.1638, and Risk Adjusted Performance of 0.0795 to check out if the risk estimate we provide is consistent with the expected return of 0.0409%. The etf secures a Beta (Market Risk) of 0.0274, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor 10Y's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor 10Y is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Lyxor 10Y Inflation has very good predictability. Overlapping area represents the amount of predictability between Lyxor 10Y time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 10Y Inflation price movement. The serial correlation of 0.83 indicates that around 83.0% of current Lyxor 10Y price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 4.39 |
Lyxor 10Y Inflation lagged returns against current returns
Autocorrelation, which is Lyxor 10Y 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 10Y's etf expected returns. We can calculate the autocorrelation of Lyxor 10Y returns to help us make a trade decision. For example, suppose you find that Lyxor 10Y 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 10Y 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 10Y etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor 10Y etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor 10Y etf over time.
Current vs Lagged Prices |
| Timeline |
Lyxor 10Y Lagged Returns
When evaluating Lyxor 10Y's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor 10Y etf have on its future price. Lyxor 10Y 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 10Y autocorrelation shows the relationship between Lyxor 10Y etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor 10Y Inflation.
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 10Y 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 10Y security.