Lazard Global (Ireland) Risk Analysis And Volatility

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 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%.
Horizon     30 Days    Login   to change

Lazard Global Hexagon Technical Analysis

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Lazard Global Projected Return Density Against Market

Assuming 30 trading days horizon, Lazard Global has beta of 0.0 . This indicates the returns on DOW and Lazard Global do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Lazard Global 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 Global Hexagon Eq Inst L HdgAcc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.66
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Lazard Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Lazard Global Investment Opportunity

DOW has a standard deviation of returns of 0.66 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.

Lazard Global Current Risk Indicators

Lazard Global Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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