Lyxor UCITS (France) Technical Analysis
| BTPS Etf | EUR 18.84 0.01 0.05% |
As of the 19th of April, Lyxor UCITS secures the Mean Deviation of 0.7639, downside deviation of 0.9513, and Risk Adjusted Performance of 0.0246. Lyxor UCITS Daily technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the etf's future prices. Strictly speaking, you can use this information to find out if the etf will indeed mirror its model of past prices, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for Lyxor UCITS, which can be compared to its peers in the industry. Please verify Lyxor UCITS Daily maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk to decide if Lyxor UCITS Daily is priced some-what accurately, providing market reflects its recent price of 18.84 per share.
Lyxor UCITS Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lyxor, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LyxorLyxor |
Lyxor UCITS technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Lyxor UCITS Daily Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Lyxor UCITS Daily volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Lyxor UCITS Daily Trend Analysis
Use this graph to draw trend lines for Lyxor UCITS Daily. You can use it to identify possible trend reversals for Lyxor UCITS as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Lyxor UCITS price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Lyxor UCITS Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Lyxor UCITS Daily applied against its price change over selected period. The best fit line has a slop of 0.0024 , which may suggest that Lyxor UCITS Daily market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.22, which is the sum of squared deviations for the predicted Lyxor UCITS price change compared to its average price change.About Lyxor UCITS Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Lyxor UCITS Daily on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Lyxor UCITS Daily based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Lyxor UCITS Daily price pattern first instead of the macroeconomic environment surrounding Lyxor UCITS Daily. By analyzing Lyxor UCITS's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Lyxor UCITS's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Lyxor UCITS specific price patterns or momentum indicators. Please read more on our technical analysis page.
Lyxor UCITS April 19, 2024 Technical Indicators
Most technical analysis of Lyxor help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Lyxor from various momentum indicators to cycle indicators. When you analyze Lyxor charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0246 | |||
| Market Risk Adjusted Performance | (0.15) | |||
| Mean Deviation | 0.7639 | |||
| Semi Deviation | 0.8874 | |||
| Downside Deviation | 0.9513 | |||
| Coefficient Of Variation | 2909.11 | |||
| Standard Deviation | 0.9255 | |||
| Variance | 0.8566 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0297 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.16) | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.46 | |||
| Downside Variance | 0.9051 | |||
| Semi Variance | 0.7874 | |||
| Expected Short fall | (0.80) | |||
| Skewness | (0.04) | |||
| Kurtosis | (0.73) |
Lyxor UCITS Daily One Year Return
Based on the recorded statements, Lyxor UCITS Daily has an One Year Return of -22.82%. This is much higher than that of the Lyxor International Asset Management S.A.S. family and notably higher than that of the One Year Return category. The one year return for all France etfs is notably higher than that of the company.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Lyxor UCITS Daily. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.