LAZARD PAN (Germany) Performance

LHZ2 -- Germany ETF  

EUR 1.54  0.031  1.97%

The entity secures Beta (Market Risk) of -0.0854 which conveys that as returns on market increase, returns on owning LAZARD PAN are expected to decrease at a much smaller rate. During bear market, LAZARD PAN is likely to outperform the market.. Even though it is essential to pay attention to LAZARD PAN EUR price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis approach into estimating future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. LAZARD PAN exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

LAZARD PAN EUR Relative Risk vs. Return Landscape

If you would invest  159.60  in LAZARD PAN EUR BDEO on September 18, 2018 and sell it today you would lose (5.40)  from holding LAZARD PAN EUR BDEO or give up 3.38% of portfolio value over 30 days. LAZARD PAN EUR BDEO is generating negative expected returns and assumes 1.6513% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than LAZARD PAN EUR BDEO and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, LAZARD PAN EUR BDEO is expected to under-perform the market. In addition to that, the company is 1.55 times more volatile than its market benchmark. It trades about -0.51 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

LAZARD PAN Market Risk Analysis

Sharpe Ratio = -0.5126
Good Returns
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Negative ReturnsLHZ2

LAZARD PAN Relative Performance Indicators

Estimated Market Risk
  actual daily
 86 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average LAZARD PAN is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of LAZARD PAN by adding it to a well-diversified portfolio.

LAZARD PAN Performance Rating

LAZARD PAN EUR BDEO Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days LAZARD PAN EUR BDEO has generated negative risk-adjusted returns adding no value to investors with long positions.


Equity Alerts and Improvement Suggestions

LAZARD PAN EUR is not yet fully synchronised with the market data
LAZARD PAN EUR generates negative expected return over the last 30 days
LAZARD PAN EUR may become a speculative penny stock
Please see also Stocks Correlation. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..