Lyxor Japan (Switzerland) Performance
| JPNC Etf | 160.46 0.84 0.53% |
The etf secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Japan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Japan is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Japan UCITS are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Lyxor Japan may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
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Lyxor Japan Relative Risk vs. Return Landscape
If you would invest 15,112 in Lyxor Japan UCITS on December 23, 2024 and sell it today you would earn a total of 934.00 from holding Lyxor Japan UCITS or generate 6.18% return on investment over 90 days. Lyxor Japan UCITS is generating 0.1044% of daily returns and assumes 0.944% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Lyxor, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Lyxor Japan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Japan's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Japan UCITS, and traders can use it to determine the average amount a Lyxor Japan'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 = 0.1106
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Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.1 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Lyxor Japan is performing at about 8% of its full potential. 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 Japan by adding it to a well-diversified portfolio.