Lyxor EM (Singapore) Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lyxor EM Mkt. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lyxor EM over a specified time horizon. Remember, high Lyxor EM's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Check out Risk vs Return Analysis.
  
Please note that although Lyxor EM alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Lyxor EM did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Lyxor EM Mkt etf's relative risk over its benchmark. Lyxor EM Mkt has a beta of 0.00  . Let's try to break down what Lyxor's beta means in this case. The returns on DOW and Lyxor EM are completely uncorrelated.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Lyxor EM Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lyxor EM market risk premium is the additional return an investor will receive from holding Lyxor EM long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Lyxor EM. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Lyxor EM's performance over market.
α0.00   β0.00
90 days against DJI

Lyxor EM Investors Sentiment

The influence of Lyxor EM's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Lyxor. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lyxor EM in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lyxor EM's short interest history, or implied volatility extrapolated from Lyxor EM options trading.

Build Portfolio with Lyxor EM

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Check out Risk vs Return Analysis. Note that the Lyxor EM Mkt information on this page should be used as a complementary analysis to other Lyxor EM'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Other Tools for Lyxor Etf

When running Lyxor EM Mkt price analysis, check to measure Lyxor EM's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lyxor EM is operating at the current time. Most of Lyxor EM's value examination focuses on studying past and present price action to predict the probability of Lyxor EM's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Lyxor EM's price. Additionally, you may evaluate how the addition of Lyxor EM to your portfolios can decrease your overall portfolio volatility.
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