Lazard Active Etf Market Value
| IDEQ Etf | 32.57 0.62 1.87% |
| Symbol | Lazard |
Investors evaluate Lazard Active ETF using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Lazard Active's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Lazard Active's market price to deviate significantly 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. Conversely, Lazard Active's market price signifies the transaction level at which participants voluntarily complete trades.
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 Davis Select, Principal Value, Motley Fool, Motley Fool, Motley Fool, Ballast SmallMid, and Vanguard Value. 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 | 0.725 | |||
| Information Ratio | 0.187 | |||
| Maximum Drawdown | 3.67 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.34 |
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 | 0.199 | |||
| Jensen Alpha | 0.193 | |||
| Total Risk Alpha | 0.1425 | |||
| Sortino Ratio | 0.2011 | |||
| Treynor Ratio | 1.5 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lazard Active's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
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 | 0.199 | |||
| Market Risk Adjusted Performance | 1.51 | |||
| Mean Deviation | 0.6176 | |||
| Semi Deviation | 0.4311 | |||
| Downside Deviation | 0.725 | |||
| Coefficient Of Variation | 370.63 | |||
| Standard Deviation | 0.7794 | |||
| Variance | 0.6075 | |||
| Information Ratio | 0.187 | |||
| Jensen Alpha | 0.193 | |||
| Total Risk Alpha | 0.1425 | |||
| Sortino Ratio | 0.2011 | |||
| Treynor Ratio | 1.5 | |||
| Maximum Drawdown | 3.67 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.5256 | |||
| Semi Variance | 0.1859 | |||
| Expected Short fall | (0.76) | |||
| Skewness | (0.15) | |||
| Kurtosis | (0.12) |
Lazard Active ETF Backtested Returns
Lazard Active appears to be very steady, given 3 months investment horizon. Lazard Active ETF has Sharpe Ratio of 0.26, which conveys that the entity had a 0.26 % 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 exercise Lazard Active's Downside Deviation of 0.725, risk adjusted performance of 0.199, and Mean Deviation of 0.6176 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. 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 | 0.70 |
Good predictability
Lazard Active ETF has good 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 0.7 indicates that around 70.0% of current Lazard Active price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Pair Trading with Lazard Active
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lazard Active position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lazard Active will appreciate offsetting losses from the drop in the long position's value.Moving together with Lazard Etf
| 1.0 | VEA | Vanguard FTSE Developed | PairCorr |
| 0.98 | IEFA | iShares Core MSCI | PairCorr |
| 0.98 | VEU | Vanguard FTSE All | PairCorr |
| 0.98 | EFA | iShares MSCI EAFE | PairCorr |
| 0.99 | IXUS | iShares Core MSCI | PairCorr |
The ability to find closely correlated positions to Lazard Active could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lazard Active when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lazard Active - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lazard Active ETF to buy it.
The correlation of Lazard Active is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lazard Active moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lazard Active ETF moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lazard Active can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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.