Lyxor Commodities (France) Performance
| CRB Etf | EUR 23.25 0.15 0.65% |
The etf secures a Beta (Market Risk) of 0.0516, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lyxor Commodities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lyxor Commodities is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Lyxor Commodities RefinitivCoreCommodity are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak fundamental drivers, Lyxor Commodities may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Lyxor Commodities Relative Risk vs. Return Landscape
If you would invest 2,122 in Lyxor Commodities RefinitivCoreCommodity on September 5, 2024 and sell it today you would earn a total of 203.00 from holding Lyxor Commodities RefinitivCoreCommodity or generate 9.57% return on investment over 90 days. Lyxor Commodities RefinitivCoreCommodity is generating 0.1475% of daily returns assuming 0.9745% volatility of returns over the 90 days investment horizon. Simply put, 8% of all etfs have less volatile historical return distribution than Lyxor Commodities, and 98% 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 Commodities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyxor Commodities' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Lyxor Commodities RefinitivCoreCommodity, and traders can use it to determine the average amount a Lyxor Commodities' 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 = 0.1514
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Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Lyxor Commodities is performing at about 11% 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 Commodities by adding it to a well-diversified portfolio.
Lyxor Commodities Fundamentals Growth
Lyxor Etf prices reflect investors' perceptions of the future prospects and financial health of Lyxor Commodities, and Lyxor Commodities 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.
| Total Asset | 593.94 M | |||
About Lyxor Commodities Performance
By analyzing Lyxor Commodities' fundamental ratios, stakeholders can gain valuable insights into Lyxor Commodities' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lyxor Commodities 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 Commodities has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Lyxor Commodities Thomson ReutersCoreCommodity CRB TR UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index Thomson ReutersCoreCommodity CRB Total Return Index.As a benchmark, the Thomson ReutersCoreCommodity CRB Total Return Index is designed to provide timely and accurate representation of a long-only, broadly diversified investment in commodities through a transparent and disciplined calculation methodology.Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index. Lyxor Commodit is traded on Paris Stock Exchange in France.| This fund generated-1.0 ten year return of -1.0% | |
| Lyxor Commodities holds all of the assets under management (AUM) in different types of exotic instruments |
Other Information on Investing in Lyxor Etf
Lyxor Commodities 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 Commodities security.