(LCUJ) Lyxor Core MSCI Japan (DR) - Ratings and Ratios
ETF, Japan, Equity, MSCI, Currency-Hedged
Dividends
Currently no dividends paid| Risk via 10d forecast | |
|---|---|
| Volatility | 16.2% |
| Value at Risk 5%th | 25.8% |
| Relative Tail Risk | -2.79% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.50 |
| Alpha | 5.80 |
| CAGR/Max DD | 0.80 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.371 |
| Beta | 0.184 |
| Beta Downside | 0.413 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.92% |
| Mean DD | 3.00% |
| Median DD | 2.63% |
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.
What is the price of LCUJ shares?
Over the past week, the price has changed by +1.09%, over one month by -1.43%, over three months by +4.60% and over the past year by +12.08%.
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 | 20.6 | 9.7% |
LCUJ Fundamental Data Overview November 27, 2025
Market Cap EUR = 740.45b (740.45b 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 = 740.45b EUR (740.45b + (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 740.45b)
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 740.45b / 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(740.45b)/V(740.45b) * 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)