Lyxor MSCI (France) Buy Hold or Sell Recommendation
| ESGE Etf | 32.35 0.06 0.19% |
Assuming the 90 days trading horizon and your above-average risk tolerance, our recommendation regarding Lyxor MSCI Europe is 'Not Rated'. Macroaxis provides Lyxor MSCI buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ESGE positions. The advice algorithm takes into account all of Lyxor MSCI's available fundamental, technical, and predictive indicators you will find on this site.
A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell Lyxor MSCI Europe given historical horizon and risk tolerance towards Lyxor MSCI. When Macroaxis issues a 'buy' or 'sell' recommendation for Lyxor MSCI Europe, the advice is generated through an automated system that utilizes algorithms and statistical models.
Lyxor |
Execute Lyxor MSCI Buy or Sell Advice
The Lyxor recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on Lyxor MSCI Europe. Macroaxis does not own or have any residual interests in Lyxor MSCI Europe or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Lyxor MSCI's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Sell
Market Performance | Good | Details | |
Volatility | Out of control | Details | |
Hype Condition | Under hyped | Details | |
Current Valuation | Undervalued | Details | |
Economic Sensitivity | Slowly supersedes the market | Details |
Lyxor MSCI Returns Distribution Density
The distribution of Lyxor MSCI's historical returns is an attempt to chart the uncertainty of Lyxor MSCI's future price movements. The chart of the probability distribution of Lyxor MSCI daily returns describes the distribution of returns around its average expected value. We use Lyxor MSCI Europe price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Lyxor MSCI returns is essential to provide solid investment advice for Lyxor MSCI.
| Mean Return | 0.09 | Value At Risk | -0.76 | Potential Upside | 1.01 | Standard Deviation | 0.56 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Lyxor MSCI historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Lyxor MSCI Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Lyxor MSCI or Lyxor sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Lyxor MSCI's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Lyxor etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over NYSE Composite | 0.05 | |
β | Beta against NYSE Composite | 0.35 | |
σ | Overall volatility | 0.56 | |
Ir | Information ratio | -0.0007 |
Lyxor MSCI Volatility Alert
Lyxor MSCI Europe exhibits very low volatility with skewness of 0.32 and kurtosis of 0.8. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Lyxor MSCI's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Lyxor MSCI's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Lyxor MSCI Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Lyxor . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
Use Investing Ideas to Build Portfolios
In addition to having Lyxor MSCI in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Banking Thematic Idea Now
Banking
Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Banking theme has 61 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Banking Theme or any other thematic opportunities.
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Check out Investing Opportunities to better understand how to build diversified portfolios. 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 Money Managers module to screen money managers from public funds and ETFs managed around the world.