Lazard EM (Ireland) Manager Performance Evaluation

F00000MKGQ -- Ireland Fund  

EUR 94.40  0.20  0.21%

The fund secures Beta (Market Risk) of -0.0827 which conveys that as returns on market increase, returns on owning Lazard EM are expected to decrease at a much smaller rate. During bear market, Lazard EM is likely to outperform the market.. Even though it is essential to pay attention to Lazard EM TotRet price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Lazard EM exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Lazard EM TotRet Relative Risk vs. Return Landscape

If you would invest  9,656  in Lazard EM TotRet Dbt Retl EUR Hdg Acc on September 17, 2018 and sell it today you would lose (216.00)  from holding Lazard EM TotRet Dbt Retl EUR Hdg Acc or give up 2.24% of portfolio value over 30 days. Lazard EM TotRet Dbt Retl EUR Hdg Acc is generating negative expected returns and assumes 1.2915% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Lazard EM TotRet Dbt Retl EUR Hdg Acc and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Lazard EM TotRet Dbt Retl EUR Hdg Acc is expected to under-perform the market. In addition to that, the company is 1.22 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Lazard EM Current Valuation

Not valued
October 17, 2018
94.40
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Lazard EM is Unknown risk asset. Lazard EM TotRet last-minute Real Value cannot be determined due to lack of data. The latest price of Lazard EM TotRet is €94.4. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Lazard EM TotRet from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Lazard EM Market Risk Analysis

Sharpe Ratio = -0.5774
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Lazard EM Relative Performance Indicators

Estimated Market Risk
 1.29
  actual daily
 
 89 %
of total potential
  
Expected Return
 -0.75
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Lazard EM is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Lazard EM by adding it to a well-diversified portfolio.

Lazard EM Performance Rating

Lazard EM TotRet Dbt Retl EUR Hdg Acc Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Lazard EM TotRet Dbt Retl EUR Hdg Acc has generated negative risk-adjusted returns adding no value to fund investors.

Lazard EM Alerts

Equity Alerts and Improvement Suggestions

Lazard EM TotRet is not yet fully synchronised with the market data
Lazard EM TotRet generates negative expected return over the last 30 days
The fund retains about 19.28% of its assets under management (AUM) in cash

Lazard EM Performance Indicators

Lazard EM TotRet Basic Price Performance Measures

Annual Report Expense Ratio1.49%
Additionally see Investing Opportunities. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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