Lazard EM (Ireland) Risk Analysis And Volatility Evaluation

F00000MKGQ -- Ireland Fund  

EUR 97.80  0.00  0.00%

Our philosophy towards estimating volatility of a fund is to use all available market data together with company 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 Mean Deviation of 0.683 and Risk Adjusted Performance of 0.16 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Lazard EM Market Sensitivity

As returns on market increase, returns on owning Lazard EM are expected to decrease by larger amounts. On the other hand, during market turmoil, Lazard EM is expected to significantly outperform it.
One Month Beta |Analyze Lazard EM TotRet Demand Trend
Check current 30 days Lazard EM correlation with market (DOW)
β = -1.5558
Lazard EM Large Negative BetaLazard EM TotRet Beta Legend

Lazard EM TotRet Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, Lazard EM TotRet Dbt Retl EUR Hdg Acc has beta of -1.5558 suggesting as returns on its benchmark rise, returns on holding Lazard EM TotRet Dbt Retl EUR Hdg Acc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Lazard EM is expected to outperform its benchmark. Additionally, Lazard EM TotRet Dbt Retl EUR Hdg Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.35
β
Beta against DOW=1.56
σ
Overall volatility
=0.00
Ir
Information ratio =0.39

Actual Return Volatility

Lazard EM TotRet Dbt Retl EUR Hdg Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5654% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lazard EM Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Lazard EM Investment Opportunity
DOW has a standard deviation of returns of 0.57 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 against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Lazard EM to be traded at €96.82 in 30 days. As returns on market increase, returns on owning Lazard EM are expected to decrease by larger amounts. On the other hand, during market turmoil, Lazard EM is expected to significantly outperform it.

Lazard EM correlation with market

Pay attention
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.
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