LAZARD PAN (Germany) Alpha and Beta Analysis Overview

    LHZ2 -- Germany ETF  

    EUR 1.44  0.004  0.28%

    This module allows you to check different measures of market premium for LAZARD PAN EUR BDEO as well as systematic risk associated with investing in LAZARD PAN over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    LAZARD PAN Market Premiums

    α1.85β0.45
    30 days against DJI
    Risk Adjusted Performance  

    0.35

    Jensen Alpha  

    0.66

    Total Risk Alpha  

    0.33

    Sortino Ratio  

    0.0

    Treynor Ratio  

    4.24

    LAZARD PAN Fundamentals

    LAZARD PAN Opportunities

    LAZARD PAN Return and Market Media

    The median price of LAZARD PAN for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 1.592 with a coefficient of variation of 2.46. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 1.58, and mean deviation of 0.02. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - LHZ2

    LAZARD PAN EUR Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in LAZARD PAN EUR BDEO. What is your trading attitude regarding investing in LAZARD PAN EUR BDEO? Are you bullish or bearish?
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