Lyxor Index (Germany) Performance
| LIRU Etf | EUR 68.59 0.59 0.85% |
The etf secures a Beta (Market Risk) of -0.13, 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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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Index Fund are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Lyxor Index is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Lyxor Index Relative Risk vs. Return Landscape
If you would invest 6,664 in Lyxor Index Fund on September 16, 2024 and sell it today you would earn a total of 195.00 from holding Lyxor Index Fund or generate 2.93% return on investment over 90 days. Lyxor Index Fund is generating 0.0563% of daily returns assuming 0.8833% volatility of returns over the 90 days investment horizon. Simply put, 7% 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 |
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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 = 0.0637
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Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average Lyxor Index is performing at about 5% 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 Index by adding it to a well-diversified portfolio.
About Lyxor Index Performance
By analyzing Lyxor Index's fundamental ratios, stakeholders can gain valuable insights into Lyxor Index's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor Index has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Lyxor Index has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.