Lyxor UCITS (UK) Performance
| MTIX Etf | 13,926 36.00 0.26% |
The etf secures a Beta (Market Risk) of -0.062, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor UCITS are expected to decrease at a much lower rate. During the bear market, Lyxor UCITS is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor UCITS EuroMTS are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Lyxor UCITS is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | -0.50 |
Lyxor |
Lyxor UCITS Relative Risk vs. Return Landscape
If you would invest 1,384,400 in Lyxor UCITS EuroMTS on September 3, 2024 and sell it today you would earn a total of 8,200 from holding Lyxor UCITS EuroMTS or generate 0.59% return on investment over 90 days. Lyxor UCITS EuroMTS is generating 0.0099% of daily returns and assumes 0.4035% volatility on return distribution over the 90 days horizon. Simply put, 3% 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 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 EuroMTS, 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 = 0.0245
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| Negative Returns | MTIX |
Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Lyxor UCITS is performing at about 1% 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.| The fund generated three year return of -1.0% |
Other Information on Investing in Lyxor Etf
Lyxor UCITS 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 UCITS security.