Lazard EM (Ireland) Alpha and Beta Analysis Overview

F00000MKGQ -- Ireland Fund  

EUR 97.80  0.00  0.00%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lazard EM Market Premiums

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

0.18

Jensen Alpha  

0.44

Total Risk Alpha  

0.55

Sortino Ratio  

0.0

Treynor Ratio  

1.63

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 Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 99.02 with a coefficient of variation of 89.94. The daily time series for the period is distributed with a sample standard deviation of 51.96, arithmetic mean of 57.77, and mean deviation of 49.52. 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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