Lazard Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BFPMJH58 -- Ireland Fund  

EUR 95.18  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 Global which you can use to evaluate future volatility of the organization. Please verify Lazard Global Hexagon Eq Inst L HdgAcc 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 Global Hexagon Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Lazard Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Lazard Global are completely uncorrelated. Furthermore, Lazard Global Hexagon Eq Inst L HdgAccIt does not look like Lazard Global 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

Actual Return Volatility

Lazard Global Hexagon Eq Inst L HdgAcc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5519% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Lazard Global Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than Lazard Global Hexagon Eq Inst L HdgAcc. 0% of all equities and portfolios are less risky than Lazard Global. Compared to the overall equity markets, volatility of historical daily returns of Lazard Global Hexagon Eq Inst L HdgAcc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Lazard Global Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.