Lazard Global Total Fund Market Value
| LGI Fund | USD 18.84 0.01 0.05% |
| Symbol | Lazard |
Lazard Global '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 Global's fund 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 Global.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Lazard Global on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Lazard Global Total or generate 0.0% return on investment in Lazard Global over 90 days. Lazard Global is related to or competes with Nuveen Real, TCW Strategic, Dunham Monthly, Cohen Steers, Dreyfus Opportunistic, Cohen, and Credit Suisse. Lazard Global Total Return and Income Fund, Inc More
Lazard Global 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 Global's fund 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 Global Total upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5979 | |||
| Information Ratio | 0.1598 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 1.28 |
Lazard Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard Global's standard deviation. In reality, there are many statistical measures that can use Lazard Global historical prices to predict the future Lazard Global's volatility.| Risk Adjusted Performance | 0.2065 | |||
| Jensen Alpha | 0.1437 | |||
| Total Risk Alpha | 0.1212 | |||
| Sortino Ratio | 0.1916 | |||
| Treynor Ratio | 0.3396 |
Lazard Global February 16, 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 | 0.2065 | |||
| Market Risk Adjusted Performance | 0.3496 | |||
| Mean Deviation | 0.5337 | |||
| Semi Deviation | 0.2396 | |||
| Downside Deviation | 0.5979 | |||
| Coefficient Of Variation | 388.47 | |||
| Standard Deviation | 0.7166 | |||
| Variance | 0.5135 | |||
| Information Ratio | 0.1598 | |||
| Jensen Alpha | 0.1437 | |||
| Total Risk Alpha | 0.1212 | |||
| Sortino Ratio | 0.1916 | |||
| Treynor Ratio | 0.3396 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 0.3574 | |||
| Semi Variance | 0.0574 | |||
| Expected Short fall | (0.66) | |||
| Skewness | 0.7914 | |||
| Kurtosis | 2.67 |
Lazard Global Total Backtested Returns
Lazard Global appears to be very steady, given 3 months investment horizon. Lazard Global Total has Sharpe Ratio of 0.34, which conveys that the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lazard Global, which you can use to evaluate the volatility of the fund. Please exercise Lazard Global's Risk Adjusted Performance of 0.2065, downside deviation of 0.5979, and Mean Deviation of 0.5337 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lazard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lazard Global is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Lazard Global Total has good predictability. Overlapping area represents the amount of predictability between Lazard Global time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Global Total price movement. The serial correlation of 0.78 indicates that around 78.0% of current Lazard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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Other Information on Investing in Lazard Fund
Lazard Global financial ratios help investors to determine whether Lazard Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lazard with respect to the benefits of owning Lazard Global security.
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