Lyxor Index (France) Performance
| FOO Etf | EUR 87.32 0.38 0.43% |
The etf secures a Beta (Market Risk) of -0.0468, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lyxor Index are expected to decrease at a much lower rate. During the bear market, Lyxor Index is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Lyxor Index Fund has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Lyxor Index is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 69.00 | |
| Fifty Two Week High | 92.49 |
Lyxor |
Lyxor Index Relative Risk vs. Return Landscape
If you would invest 9,151 in Lyxor Index Fund on February 4, 2024 and sell it today you would lose (419.00) from holding Lyxor Index Fund or give up 4.58% of portfolio value over 90 days. Lyxor Index Fund is producing return of less than zero assuming 0.5839% volatility of returns over the 90 days investment horizon. Simply put, 5% of all etfs have less volatile historical return distribution than Lyxor Index, 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 Index Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Index's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Index Fund, and traders can use it to determine the average amount a Lyxor Index'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 = -0.1266
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FOO |
Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lyxor Index is not performing at its full potential. However, 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 Index by adding Lyxor Index to a well-diversified portfolio.
Lyxor Index Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor Index, and Lyxor Index 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.
| Price To Earning | 25.35 X | |||
| Price To Book | 3.72 X | |||
| Price To Sales | 2.79 X | |||
| Total Asset | 246.46 M | |||
About Lyxor Index Performance
To evaluate Lyxor Index Fund Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Lyxor Index generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Lyxor Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Lyxor Index Fund market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Lyxor's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The investment objective of Lyxor Index Fund Lyxor Stoxx Europe 600 Food Beverage UCITS ETF is to track the upward and the downward evolution of the STOXX Europe 600 Food Beverage Net Total Return index denominated in Euros and representative of the performance of large companies in the food and beverage sector in European countries, while minimising the volatility of the difference between the return of the SubFund and the return of the Index. LYXOR STX is traded on Paris Stock Exchange in France.| Lyxor Index Fund generated a negative expected return over the last 90 days | |
| The fund retains all of its assets under management (AUM) in equities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Lyxor Index Fund. 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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.