LAZARD PAN (Germany) Risk Analysis And Volatility

LHZ2 -- Germany ETF  

EUR 1.36  0.034  2.56%

Our approach into estimating volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for LAZARD PAN which you can use to evaluate future volatility of the entity. Please verify LAZARD PAN EUR BDEO Mean Deviation of 1.77 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LAZARD PAN Market Sensitivity

As returns on market increase, LAZARD PAN returns are expected to increase less than the market. However during bear market, the loss on holding LAZARD PAN will be expected to be smaller as well.
2 Months Beta |Analyze LAZARD PAN EUR Demand Trend
Check current 30 days LAZARD PAN correlation with market (DOW)
β = 0.2037

LAZARD PAN Central Daily Price Deviation

LAZARD PAN EUR Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

LAZARD PAN Projected Return Density Against Market

Assuming 30 trading days horizon, LAZARD PAN has beta of 0.2037 indicating as returns on market go up, LAZARD PAN average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LAZARD PAN EUR BDEO will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. LAZARD PAN EUR is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.8
β
Beta against DOW=0.20
σ
Overall volatility
=0.00
Ir
Information ratio =0.35

LAZARD PAN Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6501% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

LAZARD PAN Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than LAZARD PAN EUR BDEO. 0% of all equities and portfolios are less risky than LAZARD PAN. Compared to the overall equity markets, volatility of historical daily returns of LAZARD PAN EUR BDEO is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LAZARD PAN EUR BDEO to enhance returns of your portfolios. The etf experiences unexpected upward trend. Watch out for market signals. Check odds of LAZARD PAN to be traded at €1.632 in 30 days. . As returns on market increase, LAZARD PAN returns are expected to increase less than the market. However during bear market, the loss on holding LAZARD PAN will be expected to be smaller as well.

LAZARD PAN correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding LAZARD PAN EUR BDEO and equity matching DJI index in the same portfolio.

LAZARD PAN Volatility Indicators

LAZARD PAN EUR BDEO Current Risk Indicators

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