Lazard risk analysis

Use Lazard Ltd risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Considering 30-days investment horizon, the stock has beta cooficient of 1.62 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Lazard will likely underperform. In addition to that, Lazard Ltd has alpha of 1.62 implying that it can potentially generate 1.62% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of Lazard is 690.73. The daily returns are destributed with a variance of 2.85 and standard deviation of 1.69. The mean deviation of Lazard Ltd is currently at 1.23. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	1.62	Details
	(beta)	=	1.62	Details
	(volatility)	=	1.69	Details

Actual Return Volatility

Lazard Ltd has volatility of 1.69% on return distribution over 30 days investment horizon. S&P 500 shows 0.54% volatility of returns over 30 trading days.