Lazard EM (Ireland) Risk Analysis And Volatility Evaluation

IE00B4P2Z363 -- Ireland Fund  

EUR 80.93  1.78  2.15%

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 Instl B EUR Hdg to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lazard EM TotRet Technical Analysis

Transformation
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Lazard EM Projected Return Density Against Market

Assuming 30 trading days horizon, Lazard EM has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Lazard EM are completely uncorrelated. Furthermore, Lazard EM TotRet Dbt Instl B EUR HdgIt does not look like Lazard EM alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Lazard EM Return Volatility

Lazard EM TotRet Dbt Instl B EUR Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% 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

Insignificant

Investment Outlook

Lazard EM Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Lazard EM TotRet Dbt Instl B EUR Hdg. 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 Instl B EUR Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Lazard EM Volatility Indicators

Lazard EM TotRet Dbt Instl B EUR Hdg Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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