Lyxor Treasury (France) Market Value
| US10 Etf | USD 108.43 0.73 0.68% |
| Symbol | Lyxor |
Lyxor Treasury 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lyxor Treasury's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lyxor Treasury.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Lyxor Treasury on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Lyxor Treasury 10Y or generate 0.0% return on investment in Lyxor Treasury over 30 days. Lyxor Treasury is related to or competes with Lyxor Commodities, and IShares Govt. The Reference Currency of the Sub-Fund is the US Dollar More
Lyxor Treasury Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lyxor Treasury's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lyxor Treasury 10Y upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.25 |
Lyxor Treasury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyxor Treasury's standard deviation. In reality, there are many statistical measures that can use Lyxor Treasury historical prices to predict the future Lyxor Treasury's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.30) |
Lyxor Treasury 10Y Backtested Returns
Lyxor Treasury 10Y has Sharpe Ratio of -0.0594, which conveys that the entity had a -0.0594% return per unit of risk over the last 3 months. Lyxor Treasury exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lyxor Treasury's Mean Deviation of 0.6439, risk adjusted performance of (0.04), and Standard Deviation of 0.8083 to check out the risk estimate we provide. The etf secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Treasury is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Lyxor Treasury 10Y has good reverse predictability. Overlapping area represents the amount of predictability between Lyxor Treasury time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lyxor Treasury 10Y price movement. The serial correlation of -0.55 indicates that about 55.0% of current Lyxor Treasury price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Lyxor Treasury 10Y lagged returns against current returns
Autocorrelation, which is Lyxor Treasury etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lyxor Treasury's etf expected returns. We can calculate the autocorrelation of Lyxor Treasury returns to help us make a trade decision. For example, suppose you find that Lyxor Treasury has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Lyxor Treasury regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lyxor Treasury etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyxor Treasury etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyxor Treasury etf over time.
Current vs Lagged Prices |
| Timeline |
Lyxor Treasury Lagged Returns
When evaluating Lyxor Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyxor Treasury etf have on its future price. Lyxor Treasury autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lyxor Treasury autocorrelation shows the relationship between Lyxor Treasury etf current value and its past values and can show if there is a momentum factor associated with investing in Lyxor Treasury 10Y.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lyxor Etf
Lyxor Treasury 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 Treasury security.