Lazard Active Etf Market Value
| EMKT Etf | 26.10 0.35 1.36% |
| Symbol | Lazard |
The market value of Lazard Active ETF is measured differently than its book value, which is the value of Lazard that is recorded on the company's balance sheet. Investors also form their own opinion of Lazard Active's value that differs from its market value or its book value, called intrinsic value, which is Lazard Active's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lazard Active's market value can be influenced by many factors that don't directly affect Lazard Active's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lazard Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lazard Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lazard Active's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lazard Active 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lazard Active's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lazard Active.
| 12/07/2025 |
| 01/06/2026 |
If you would invest 0.00 in Lazard Active on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Lazard Active ETF or generate 0.0% return on investment in Lazard Active over 30 days. Lazard Active is related to or competes with IShares Energy, IShares Asia, GraniteShares, IShares Micro, ALPS ETF, WisdomTree International, and Invesco High. Lazard Active is entity of United States More
Lazard Active Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lazard Active's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lazard Active ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8046 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.91 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.36 |
Lazard Active Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard Active's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard Active's standard deviation. In reality, there are many statistical measures that can use Lazard Active historical prices to predict the future Lazard Active's volatility.| Risk Adjusted Performance | 0.0525 | |||
| Jensen Alpha | 0.0183 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1166 |
Lazard Active ETF Backtested Returns
Currently, Lazard Active ETF is very steady. Lazard Active ETF has Sharpe Ratio of 0.0699, which conveys that the entity had a 0.0699 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lazard Active, which you can use to evaluate the volatility of the etf. Please verify Lazard Active's Downside Deviation of 0.8046, risk adjusted performance of 0.0525, and Mean Deviation of 0.6231 to check out if the risk estimate we provide is consistent with the expected return of 0.0581%. The etf secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lazard Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lazard Active is expected to be smaller as well.
Auto-correlation | -0.46 |
Modest reverse predictability
Lazard Active ETF has modest reverse predictability. Overlapping area represents the amount of predictability between Lazard Active time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lazard Active ETF price movement. The serial correlation of -0.46 indicates that about 46.0% of current Lazard Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Lazard Active ETF lagged returns against current returns
Autocorrelation, which is Lazard Active etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lazard Active's etf expected returns. We can calculate the autocorrelation of Lazard Active returns to help us make a trade decision. For example, suppose you find that Lazard Active has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Lazard Active regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lazard Active etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lazard Active etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lazard Active etf over time.
Current vs Lagged Prices |
| Timeline |
Lazard Active Lagged Returns
When evaluating Lazard Active's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lazard Active etf have on its future price. Lazard Active autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lazard Active autocorrelation shows the relationship between Lazard Active etf current value and its past values and can show if there is a momentum factor associated with investing in Lazard Active ETF.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Lazard Active Correlation, Lazard Active Volatility and Lazard Active Alpha and Beta module to complement your research on Lazard Active. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Lazard Active technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.