Lyxor UCITS (UK) Performance
| JPNU Etf | 181.73 0.15 0.08% |
The etf secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lyxor UCITS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor UCITS is expected to be smaller as well.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor UCITS Japan are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively conflicting basic indicators, Lyxor UCITS may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 16,781 in Lyxor UCITS Japan on December 23, 2024 and sell it today you would earn a total of 1,392 from holding Lyxor UCITS Japan or generate 8.3% return on investment over 90 days. Lyxor UCITS Japan is generating 0.1315% of daily returns and assumes 1.0062% 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 |
| Risk |
Lyxor UCITS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor UCITS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor UCITS Japan, and traders can use it to determine the average amount a Lyxor UCITS'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 = 0.1307
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | JPNU | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.01 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Lyxor UCITS is performing at about 10% 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 UCITS by adding it to a well-diversified portfolio.
Lyxor UCITS Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor UCITS, and Lyxor UCITS 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.
About Lyxor UCITS Performance
Assessing Lyxor UCITS's fundamental ratios provides investors with valuable insights into Lyxor UCITS's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Lyxor UCITS is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Lyxor UCITS is entity of United Kingdom. It is traded as Etf on LSE exchange.