Lyxor Smart (UK) Market Value

SMTC Etf   1,235  0.80  0.06%   
Lyxor Smart's market value is the price at which a share of Lyxor Smart trades on a public exchange. It measures the collective expectations of Lyxor Smart Overnight investors about its performance. Lyxor Smart is selling for under 1235.06 as of the 2nd of March 2025; that is 0.06 percent increase since the beginning of the trading day. The etf's lowest day price was 1234.04.
With this module, you can estimate the performance of a buy and hold strategy of Lyxor Smart Overnight and determine expected loss or profit from investing in Lyxor Smart over a given investment horizon. Check out Lyxor Smart Correlation, Lyxor Smart Volatility and Lyxor Smart Alpha and Beta module to complement your research on Lyxor Smart.
Symbol

Please note, there is a significant difference between Lyxor Smart's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lyxor Smart is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lyxor Smart'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 Smart '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 Smart'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 Smart.
0.00
01/01/2025
No Change 0.00  0.0 
In 2 months and 2 days
03/02/2025
0.00
If you would invest  0.00  in Lyxor Smart on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Lyxor Smart Overnight or generate 0.0% return on investment in Lyxor Smart over 60 days. Lyxor Smart is related to or competes with Lyxor UCITS, Lyxor Core, Lyxor Core, Lyxor UCITS, Lyxor UCITS, and Lyxor Treasury. More

Lyxor Smart 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 Smart'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 Smart Overnight upside and downside potential and time the market with a certain degree of confidence.

Lyxor Smart Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Smart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor Smart's standard deviation. In reality, there are many statistical measures that can use Lyxor Smart historical prices to predict the future Lyxor Smart's volatility.
Hype
Prediction
LowEstimatedHigh
1,2351,2351,235
Details
Intrinsic
Valuation
LowRealHigh
1,0811,0811,359
Details
Naive
Forecast
LowNextHigh
1,2351,2351,235
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,2281,2321,236
Details

Lyxor Smart Overnight Backtested Returns

Currently, Lyxor Smart Overnight is very steady. Lyxor Smart Overnight has Sharpe Ratio of 0.7, which conveys that the entity had a 0.7 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lyxor Smart, which you can use to evaluate the volatility of the etf. Please verify Lyxor Smart's Coefficient Of Variation of 143.41, risk adjusted performance of 0.2514, and Mean Deviation of 0.0198 to check out if the risk estimate we provide is consistent with the expected return of 0.0189%. The etf secures a Beta (Market Risk) of 0.0055, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Smart's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Smart is expected to be smaller as well.

Auto-correlation

    
  0.98  

Excellent predictability

Lyxor Smart Overnight has excellent predictability. Overlapping area represents the amount of predictability between Lyxor Smart time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 2025. 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 Smart Overnight price movement. The serial correlation of 0.98 indicates that 98.0% of current Lyxor Smart price fluctuation can be explain by its past prices.
Correlation Coefficient0.98
Spearman Rank Test0.97
Residual Average0.0
Price Variance1.92

Lyxor Smart Overnight lagged returns against current returns

Autocorrelation, which is Lyxor Smart 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 Smart's etf expected returns. We can calculate the autocorrelation of Lyxor Smart returns to help us make a trade decision. For example, suppose you find that Lyxor Smart 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 Smart 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 Smart etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor Smart etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor Smart etf over time.
   Current vs Lagged Prices   
       Timeline  

Lyxor Smart Lagged Returns

When evaluating Lyxor Smart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor Smart etf have on its future price. Lyxor Smart 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 Smart autocorrelation shows the relationship between Lyxor Smart etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor Smart Overnight.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Lyxor Etf

Lyxor Smart 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 Smart security.