Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo chart

Last update: 2022-12-30
Key statistics and financials
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Dividend & YieldN/A€ (N/A)
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Insider Transactions

Here are the insider transactions of stock shares related to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Here is the result of two systematic investment strategies applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows the equity curve of the two systematic investment strategies applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo automated entries

The systematic investment strategy that buys the first day of the month would give a performance of -0.28% on the backtest period.

Performance at glance

Performance

-0.28 %

Latent gain

-1.28 €

Invested capital

447.96 €

Annualized return

-0.38 %
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Momentum strategy results on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

This is the result of two momentum investment strategies applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows all the entries opened by the momentum investment system on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo momentum entries
  • The first momentum investment strategy would give 0.18% of return on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo. That represents 1.63€ of latent gain with 891.73€ of employed capital.
  • The second momentum investment strategy would give -0.68% of return on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo. That represents -1.54€ of latent gain with 224.88€ of employed capital.
Performance at glance (1Q Momentum)

Performance

0.18 %

Latent gain

1.63 €

Invested capital

891.73 €

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

-0.68 %

Latent gain

-1.54 €

Invested capital

224.88 €

Annualized return

-2.62 %

Momentum equity curve on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows the equity curve of the two momentum strategies applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo momentum equity

Note: the dividends potentially given by Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows the employed capital evolution of the two momentum strategies on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo since the beginning:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250€, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000€.


Buy the dip strategy result on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Buy the dip entry openings on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The performance achieved by the robo-advisor on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo is 0%. That represents 0.0$ of latent gain with 0.0€ of employed capital. The following chart shows Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 €

Invested capital

0.0 €

Annualized return

-0.0 %

Equity curve of the strategy applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows the result of the investment strategy applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Note: the dividends potentially given by Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows the employed capital evolution since the beginning of the investment strategy on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

In this section, I will compare the three previous investment strategies applied to Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo.

Equity curve comparison on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo investment strategy comparison

Employed capital comparison on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo investment comparison

Performance comparison on Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment -0.28% -1.28€ 447.96€ -0.38%
Momentum 1 quarter 0.18% 1.63€ 891.73€ 0.36%
Momentum 2 quarters -0.68% -1.54€ 224.88€ -2.62%
Non-directional 0% 0.0€ 0.0€ -0.0%
Annualized return comparison

Automatic investment

-0.38 %

Momentum 1Q

-2.62 %

Momentum 2Q

-2.62 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo:

Positive correlations

Most correlated stocks this year

  • Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo

  • Most correlated stocks last 3 months

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  • Amundi Index Solutions - Amundi Govt Bond Highest
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  • SPDR Bloomberg Barclays 0-3 Year Euro Corporate Bo
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  • Amundi Index Solutions - Amundi BBB EURO Corporate
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  • Liminal Biosciences Inc
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  • Lyxor Euro Corporate Bond UCITS ETF - Acc
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  • BNP Paribas Easy MSCI Japan SRI S-Series 5% Capped
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  • MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bon
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  • Gritstone Bio Inc
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  • Hollysys Automation Technologies Ltd
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  • Negative correlation

    Most negatively correlated stocks this year

  • Lyxor Bund Daily (-2x) Inverse UCITS ETF Acc

  • Most negatively correlated stocks last 3 months

  • Lyxor Bund Daily (-2x) Inverse UCITS ETF Acc
  • MetroCity Bankshares Inc

  • Note: The algorithm computes the probability of correlation between Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo and the other stocks. There may be false positives or some missing correlated stocks. If the price of Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange XPAR
    Ticker MA35.XPAR
    Market www.euronext.com

    Lyxor EuroMTS Highest Rated Macro-Weighted Govt Bo ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown