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
Chance of Distress in 24 months
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 TrendCheck current 30 days Lazard EM correlation with market (DOW)|
β = -0.1327
Lazard EM Central Daily Price Deviation
Lazard EM TotRet Technical Analysis
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Lazard EM Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||0.32|
|Beta against DOW||=||0.13|
Lazard EM Return Volatilitythe 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.
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
Lazard EM Current Risk Indicators
|Risk Adjusted Performance||(0.22)|
|Market Risk Adjusted Performance||2.51|
|Coefficient Of Variation||(295.42)|
Lazard EM Suggested Diversification Pairs