Lyxor MSCI (Switzerland) Performance
| CLEU Etf | CHF 0.21 0.00 0.00% |
The etf secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Lyxor MSCI Europe has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Etf's basic indicators remain fairly stable which may send shares a bit higher in January 2025. The latest fuss may also be a sign of long-term up-swing for the fund sophisticated investors. ...more
| Fifty Two Week Low | 24.35 | |
| Fifty Two Week High | 34.26 |
Lyxor |
Lyxor MSCI Relative Risk vs. Return Landscape
If you would invest 27.00 in Lyxor MSCI Europe on September 4, 2024 and sell it today you would lose (6.00) from holding Lyxor MSCI Europe or give up 22.22% of portfolio value over 90 days. Lyxor MSCI Europe is generating negative expected returns and assumes 5.1371% volatility on return distribution over the 90 days horizon. Simply put, 45% of etfs are less volatile than Lyxor, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lyxor MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor MSCI Europe, and traders can use it to determine the average amount a Lyxor MSCI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.053
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| Negative Returns | CLEU |
Estimated Market Risk
| 5.14 actual daily | 45 55% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor MSCI is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Lyxor MSCI by adding Lyxor MSCI to a well-diversified portfolio.
Lyxor MSCI Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor MSCI, and Lyxor MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Lyxor Etf performance.
| Total Asset | 3.79 M | |||
About Lyxor MSCI Performance
Evaluating Lyxor MSCI's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Lyxor MSCI has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Lyxor MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Lyxor MSCI is traded on Switzerland Exchange in Switzerland.| Lyxor MSCI Europe generated a negative expected return over the last 90 days | |
| Lyxor MSCI Europe has high historical volatility and very poor performance | |
| Lyxor MSCI Europe has some characteristics of a very speculative penny stock | |
| The fund holds 99.76% of its assets under management (AUM) in equities |
Other Information on Investing in Lyxor Etf
Lyxor MSCI 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 MSCI security.