(LCUJ) Lyxor Core MSCI Japan (DR) - Ratings and Ratios
ETF, Japan, Equity, MSCI, Currency-Hedged
| Risk via 10d forecast | |
|---|---|
| Volatility | 15.5% |
| Value at Risk 5%th | 24.5% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.68 |
| Alpha Jensen | 10.36 |
| Character | |
|---|---|
| Hurst Exponent | 0.385 |
| Beta | 0.181 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.92% |
| Mean DD | 3.02% |
Description: LCUJ Lyxor Core MSCI Japan (DR) September 24, 2025
The Lyxor Core MSCI Japan (DR) UCITS ETF (ticker LCUJ) is a German-domiciled exchange-traded fund that tracks the Morningstar Japan Total Market Index (TME NR) denominated in JPY. It falls under the “Japan Large-Cap Blend Equity” category, offering investors exposure to a broad cross-section of Japanese equities.
Key fund characteristics (as of the latest data) include an expense ratio of roughly 0.20% p.a., assets under management near €1.2 bn, and a dividend-reinvestment policy (DR) that reflects the index’s net-return methodology. The top holdings are heavily weighted toward technology and consumer discretionary firms such as Sony, Toyota, and Keyence, which together account for about 30% of the portfolio.
From a macro perspective, the ETF’s performance is driven by Japan’s GDP growth (forecast at 1.2% YoY for 2025), the yen’s exchange-rate dynamics against the euro, and sector-specific trends like the ongoing semiconductor supply-chain recovery that benefits domestic chip manufacturers. A recent KPI worth noting is the fund’s 12-month rolling Sharpe ratio of 0.68, indicating a moderate risk-adjusted return relative to the broader European market.
If you want a more granular, data-rich analysis of LCUJ’s risk-return profile and sector sensitivities, consider checking out ValueRay’s analytics platform for deeper insight.
LCUJ ETF Overview
| Market Cap in USD | 839,437m |
| Category | Japan Large-Cap Blend Equity |
| IPO / Inception | 2018-02-28 |
| Return 12m vs S&P 500 | 0.08% |
| Analyst Rating | - |
LCUJ Dividends
Currently no dividends paidLCUJ Growth Ratios
| CAGR | 14.10% |
| CAGR/Max DD Calmar Ratio | 0.83 |
| CAGR/Mean DD Pain Ratio | 4.67 |
| Current Volume | 87.9k |
| Average Volume | 94.9k |
What is the price of LCUJ shares?
Over the past week, the price has changed by +1.29%, over one month by +6.37%, over three months by +7.62% and over the past year by +15.98%.
Is Lyxor Core MSCI Japan (DR) a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of LCUJ is around 19.45 EUR . This means that LCUJ is currently overvalued and has a potential downside of 0.57%.
Is LCUJ a buy, sell or hold?
What are the forecasts/targets for the LCUJ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 21.3 | 10.3% |
LCUJ Fundamental Data Overview January 01, 1970
Market Cap EUR = 727.23b (727.23b EUR * 1.0 EUR.EUR)
Beta = 0.0
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 727.23b EUR (727.23b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 727.23b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 727.23b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.69% (E(727.23b)/V(727.23b) * Re(6.69%) + (debt-free company))
Discount Rate = 6.69% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)