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 Risk Adjusted Performance of
(0.45) and Mean Deviation of 0.4053 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 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 = -0.0022
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 Instl B EUR Hdg has beta of -0.0022 . This indicates 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 Instl B EUR Hdg 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
|Alpha over DOW||=||0.19|
|Beta against DOW||=||0.0022|
Lazard EM Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.56 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. Use Lazard EM TotRet Dbt Instl B EUR Hdg to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Lazard EM to be traded at 77.68 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