Lazard Japanese Equity Etf Market Value
| JPY Etf | 32.05 0.07 0.22% |
| Symbol | Lazard |
The market value of Lazard Japanese Equity 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 Japanese's value that differs from its market value or its book value, called intrinsic value, which is Lazard Japanese'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 Japanese's market value can be influenced by many factors that don't directly affect Lazard Japanese'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 Japanese's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lazard Japanese is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lazard Japanese'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 Japanese '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 Japanese'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 Japanese.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Lazard Japanese on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Lazard Japanese Equity or generate 0.0% return on investment in Lazard Japanese over 30 days. Lazard Japanese is related to or competes with PortfolioPlus Emerging, Invesco KBW, Affinity World, Pacific North, Franklin FTSE, 2023 ETF, and First Trust. Lazard Japanese is entity of United States More
Lazard Japanese 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 Japanese'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 Japanese Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 1.75 |
Lazard Japanese Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard Japanese's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard Japanese's standard deviation. In reality, there are many statistical measures that can use Lazard Japanese historical prices to predict the future Lazard Japanese's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0338 |
Lazard Japanese Equity Backtested Returns
At this stage we consider Lazard Etf to be very steady. Lazard Japanese Equity has Sharpe Ratio of 0.0433, which conveys that the entity had a 0.0433 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lazard Japanese, which you can use to evaluate the volatility of the etf. Please verify Lazard Japanese's Risk Adjusted Performance of 0.031, mean deviation of 0.795, and Downside Deviation of 1.28 to check out if the risk estimate we provide is consistent with the expected return of 0.0497%. The etf secures a Beta (Market Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Lazard Japanese returns are very sensitive to returns on the market. As the market goes up or down, Lazard Japanese is expected to follow.
Auto-correlation | 0.15 |
Insignificant predictability
Lazard Japanese Equity has insignificant predictability. Overlapping area represents the amount of predictability between Lazard Japanese time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. 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 Japanese Equity price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Lazard Japanese price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lazard Japanese Equity lagged returns against current returns
Autocorrelation, which is Lazard Japanese 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 Japanese's etf expected returns. We can calculate the autocorrelation of Lazard Japanese returns to help us make a trade decision. For example, suppose you find that Lazard Japanese 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 Japanese 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 Japanese etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lazard Japanese etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lazard Japanese etf over time.
Current vs Lagged Prices |
| Timeline |
Lazard Japanese Lagged Returns
When evaluating Lazard Japanese's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lazard Japanese etf have on its future price. Lazard Japanese 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 Japanese autocorrelation shows the relationship between Lazard Japanese etf current value and its past values and can show if there is a momentum factor associated with investing in Lazard Japanese Equity.
Regressed Prices |
| Timeline |
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 Japanese Equity offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lazard Japanese's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lazard Japanese Equity Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Lazard Japanese Equity Etf:Check out Lazard Japanese Correlation, Lazard Japanese Volatility and Lazard Japanese Alpha and Beta module to complement your research on Lazard Japanese. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Lazard Japanese 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.