Lazard EM (Ireland) Alpha and Beta Analysis Overview

F00000MKGQ -- Ireland Fund  

EUR 96.56  0.43  0.45%

This module allows you to check different measures of market premium for Lazard EM TotRet Dbt Retl EUR Hdg Acc as well as systematic risk associated with investing in Lazard EM over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lazard EM Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.30

Jensen Alpha  

0.36

Total Risk Alpha  

0.18

Sortino Ratio  

0.0

Treynor Ratio  

2.76

Lazard EM Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Lazard EM to competition

Lazard EM Fundamental Vs Peers

FundamentalsLazard EMPeer Average
Minimum Initial Investment10 K8.09 M
Last Dividend Paid1.511.05
Cash Position Weight19.28 % 14.48 %
Equity Positions Weight2.06 % 40.68 %
Bond Positions Weight61.77 % 14.72 %

Lazard EM Opportunities

Lazard EM Return and Market Media

The median price of Lazard EM for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 97.8 with a coefficient of variation of 85.23. The daily time series for the period is distributed with a sample standard deviation of 50.25, arithmetic mean of 58.96, and mean deviation of 48.24. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000MKGQ

Lazard EM TotRet Investor Sentiment

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