Lazard Global Dynamic Fund Technical Analysis
| GDMOX Fund | USD 8.83 0.01 0.11% |
As of the 19th of April, Lazard Global secures the Risk Adjusted Performance of 0.0283, downside deviation of 0.4875, and Mean Deviation of 0.3467. Lazard Global Dynamic technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the fund's future prices. Strictly speaking, you can use this information to find out if the fund will indeed mirror its model of past prices, or the prices will eventually revert. We were able to break down and interpolate data for nineteen technical drivers for Lazard Global, which can be compared to its peers in the industry. Please verify Lazard Global Dynamic standard deviation, as well as the relationship between the value at risk and kurtosis to decide if Lazard Global Dynamic is priced some-what accurately, providing market reflects its recent price of 8.83 per share.
Lazard Global Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lazard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LazardLazard |
Lazard Global technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Lazard Global Dynamic Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Lazard Global Dynamic volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Lazard Global Dynamic Trend Analysis
Use this graph to draw trend lines for Lazard Global Dynamic. You can use it to identify possible trend reversals for Lazard Global as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Lazard Global price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Lazard Global Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Lazard Global Dynamic applied against its price change over selected period. The best fit line has a slop of 0 , which means Lazard Global Dynamic will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.72, which is the sum of squared deviations for the predicted Lazard Global price change compared to its average price change.About Lazard Global Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Lazard Global Dynamic on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Lazard Global Dynamic based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Lazard Global Dynamic price pattern first instead of the macroeconomic environment surrounding Lazard Global Dynamic. By analyzing Lazard Global's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Lazard Global's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Lazard Global specific price patterns or momentum indicators. Please read more on our technical analysis page.
Lazard Global April 19, 2024 Technical Indicators
Most technical analysis of Lazard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Lazard from various momentum indicators to cycle indicators. When you analyze Lazard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0283 | |||
| Market Risk Adjusted Performance | 0.0297 | |||
| Mean Deviation | 0.3467 | |||
| Semi Deviation | 0.378 | |||
| Downside Deviation | 0.4875 | |||
| Coefficient Of Variation | 1939.54 | |||
| Standard Deviation | 0.4558 | |||
| Variance | 0.2077 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0197 | |||
| Maximum Drawdown | 2.11 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 0.7973 | |||
| Downside Variance | 0.2377 | |||
| Semi Variance | 0.1429 | |||
| Expected Short fall | (0.43) | |||
| Skewness | (0.01) | |||
| Kurtosis | 0.2593 |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Lazard Global Dynamic. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in persons. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .