Lyxor TIPS (Germany) Market Value
| TIUP Etf | EUR 106.89 0.03 0.03% |
| Symbol | Lyxor |
Please note, there is a significant difference between Lyxor TIPS's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lyxor TIPS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lyxor TIPS'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 TIPS '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 TIPS'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 TIPS.
| 11/08/2024 |
| 12/08/2024 |
If you would invest 0.00 in Lyxor TIPS on November 8, 2024 and sell it all today you would earn a total of 0.00 from holding Lyxor TIPS DR or generate 0.0% return on investment in Lyxor TIPS over 30 days. Lyxor TIPS is related to or competes with Lyxor BofAML, and Lyxor Index. The investment objective of the fund is to reflect the performance of the Barclays US Government Inflation-Linked Bond I... More
Lyxor TIPS 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 TIPS'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 TIPS DR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3377 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.27 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 1.06 |
Lyxor TIPS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor TIPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor TIPS's standard deviation. In reality, there are many statistical measures that can use Lyxor TIPS historical prices to predict the future Lyxor TIPS's volatility.| Risk Adjusted Performance | 0.1016 | |||
| Jensen Alpha | 0.0412 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.5581 |
Lyxor TIPS DR Backtested Returns
At this point, Lyxor TIPS is very steady. Lyxor TIPS DR has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lyxor TIPS, which you can use to evaluate the volatility of the etf. Please verify Lyxor TIPS's Downside Deviation of 0.3377, mean deviation of 0.2814, and Risk Adjusted Performance of 0.1016 to check out if the risk estimate we provide is consistent with the expected return of 0.0632%. The etf secures a Beta (Market Risk) of 0.0963, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor TIPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor TIPS is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Lyxor TIPS DR has weak predictability. Overlapping area represents the amount of predictability between Lyxor TIPS time series from 8th of November 2024 to 23rd of November 2024 and 23rd of November 2024 to 8th 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 TIPS DR price movement. The serial correlation of 0.22 indicates that over 22.0% of current Lyxor TIPS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Lyxor TIPS DR lagged returns against current returns
Autocorrelation, which is Lyxor TIPS 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 TIPS's etf expected returns. We can calculate the autocorrelation of Lyxor TIPS returns to help us make a trade decision. For example, suppose you find that Lyxor TIPS 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 TIPS 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 TIPS etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor TIPS etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor TIPS etf over time.
Current vs Lagged Prices |
| Timeline |
Lyxor TIPS Lagged Returns
When evaluating Lyxor TIPS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor TIPS etf have on its future price. Lyxor TIPS 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 TIPS autocorrelation shows the relationship between Lyxor TIPS etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor TIPS DR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lyxor Etf
Lyxor TIPS 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 TIPS security.