Lazard Active Etf Market Value
| GLIX Etf | 26.16 0.47 1.83% |
| Symbol | Lazard |
Lazard Active ETF's market price often diverges from its book value, the accounting figure shown on Lazard's balance sheet. Smart investors calculate Lazard Active's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Lazard Active's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Lazard Active on November 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 90 days. Lazard Active is related to or competes with First Trust, Direxion Daily, Themes Transatlantic, FlexShares STOXX, Select STOXX, Fidelity MSCI, and Invesco SP. 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 | 0.6792 | |||
| Information Ratio | 0.023 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.04 |
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 | 0.0857 | |||
| Jensen Alpha | 0.0471 | |||
| Total Risk Alpha | 0.0196 | |||
| Sortino Ratio | 0.023 | |||
| Treynor Ratio | 0.1656 |
Lazard Active February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0857 | |||
| Market Risk Adjusted Performance | 0.1756 | |||
| Mean Deviation | 0.5335 | |||
| Semi Deviation | 0.5792 | |||
| Downside Deviation | 0.6792 | |||
| Coefficient Of Variation | 850.74 | |||
| Standard Deviation | 0.682 | |||
| Variance | 0.4651 | |||
| Information Ratio | 0.023 | |||
| Jensen Alpha | 0.0471 | |||
| Total Risk Alpha | 0.0196 | |||
| Sortino Ratio | 0.023 | |||
| Treynor Ratio | 0.1656 | |||
| Maximum Drawdown | 3.46 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.4613 | |||
| Semi Variance | 0.3354 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.31) | |||
| Kurtosis | 0.9582 |
Lazard Active ETF Backtested Returns
At this stage we consider Lazard Etf to be very steady. Lazard Active ETF has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lazard Active, which you can use to evaluate the volatility of the etf. Please verify Lazard Active's Downside Deviation of 0.6792, risk adjusted performance of 0.0857, and Mean Deviation of 0.5335 to check out if the risk estimate we provide is consistent with the expected return of 0.0875%. 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 | -0.35 |
Poor reverse predictability
Lazard Active ETF has poor reverse predictability. Overlapping area represents the amount of predictability between Lazard Active time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 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 -0.35 indicates that nearly 35.0% of current Lazard Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Lazard Active ETF is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Lazard Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Lazard Active Etf. Highlighted below are key reports to facilitate an investment decision about Lazard Active Etf:Check out Lazard Active Correlation, Lazard Active Volatility and Lazard Active Performance module to complement your research on Lazard Active. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
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.