Lyxor UCITS (France) Technical Analysis
| WLD Etf | EUR 314.13 0.55 0.17% |
As of the 15th of April 2024, Lyxor UCITS secures the Downside Deviation of 0.5666, mean deviation of 0.4065, and Risk Adjusted Performance of 0.1629. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Lyxor UCITS MSCI, as well as the relationship between them. 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 break down nineteen technical drivers for Lyxor UCITS, which can be compared to its peers in the industry. Please verify Lyxor UCITS MSCI downside deviation, treynor ratio, expected short fall, as well as the relationship between the variance and potential upside to decide if Lyxor UCITS MSCI is priced some-what accurately, providing market reflects its recent price of 314.13 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 MSCI Technical Analysis
The output start index for this execution was twenty with a total number of output elements of fourty-one. 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 MSCI volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Lyxor UCITS MSCI Trend Analysis
Use this graph to draw trend lines for Lyxor UCITS MSCI. 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 MSCI applied against its price change over selected period. The best fit line has a slop of 0.41 , which means Lyxor UCITS MSCI will continue generating value for investors. It has 122 observation points and a regression sum of squares at 6512.32, 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 MSCI 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 MSCI based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Lyxor UCITS MSCI price pattern first instead of the macroeconomic environment surrounding Lyxor UCITS MSCI. 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 15, 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 | 0.1629 | |||
| Market Risk Adjusted Performance | 3.07 | |||
| Mean Deviation | 0.4065 | |||
| Semi Deviation | 0.1732 | |||
| Downside Deviation | 0.5666 | |||
| Coefficient Of Variation | 377.82 | |||
| Standard Deviation | 0.5609 | |||
| Variance | 0.3146 | |||
| Information Ratio | 0.1253 | |||
| Jensen Alpha | 0.1354 | |||
| Total Risk Alpha | 0.0767 | |||
| Sortino Ratio | 0.124 | |||
| Treynor Ratio | 3.06 | |||
| Maximum Drawdown | 2.64 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 0.321 | |||
| Semi Variance | 0.03 | |||
| Expected Short fall | (0.43) | |||
| Skewness | 0.426 | |||
| Kurtosis | 0.9469 |
Lyxor UCITS MSCI One Year Return
Based on the recorded statements, Lyxor UCITS MSCI has an One Year Return of 28.97%. This is 880.86% lower than that of the Lyxor International Asset Management S.A.S. family and notably lower than that of the One Year Return category. The one year return for all France etfs is notably lower than that of the firm.
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.Lyxor UCITS April 15, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Lyxor stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 25.69 | ||
| Daily Balance Of Power | (0.26) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 314.60 | ||
| Day Typical Price | 314.44 | ||
| Price Action Indicator | (0.74) | ||
| Market Facilitation Index | 0.0005 |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Lyxor UCITS MSCI. 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. Note that the Lyxor UCITS MSCI information on this page should be used as a complementary analysis to other Lyxor UCITS's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.