Lazard EM (Ireland) Risk Analysis And Volatility

F00000MKGQ -- Ireland Fund  

EUR 92.68  0.32  0.34%

Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Lazard EM which you can use to evaluate future volatility of the organization. Please verify Lazard EM TotRet Dbt Retl EUR Hdg Acc Risk Adjusted Performance of (0.22) and Mean Deviation of 0.5655 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Lazard EM Market Sensitivity

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.
2 Months Beta |Analyze Lazard EM TotRet Demand Trend
Check current 30 days Lazard EM correlation with market (DOW)
β = -0.1327

Lazard EM Central Daily Price Deviation

Lazard EM TotRet Technical Analysis

Transformation
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Lazard EM Projected Return Density Against Market

Assuming 30 trading days horizon, Lazard EM TotRet Dbt Retl EUR Hdg Acc has beta of -0.1327 suggesting as returns on benchmark increase, returns on holding Lazard EM are expected to decrease at a much smaller rate. During bear market, however, Lazard EM TotRet Dbt Retl EUR Hdg Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Lazard EM TotRet is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Lazard EM is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Lazard EM TotRet Dbt Retl EUR Hdg Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.32
β
Beta against DOW=0.13
σ
Overall volatility
=0.00
Ir
Information ratio =0.47

Lazard EM Return Volatility

the fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Lazard EM Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Lazard EM TotRet Dbt Retl EUR Hdg Acc. 0% of all equities and portfolios are less risky than Lazard EM. Compared to the overall equity markets, volatility of historical daily returns of Lazard EM TotRet Dbt Retl EUR Hdg Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lazard EM TotRet Dbt Retl EUR Hdg Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Lazard EM to be traded at €91.75 in 30 days. . 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.

Lazard EM correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lazard EM TotRet Dbt Retl EUR and equity matching DJI index in the same portfolio.

Lazard EM Current Risk Indicators

Lazard EM Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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