Lazard International Equity Fund Market Value
| RLIEX Fund | USD 19.63 0.10 0.51% |
| Symbol | Lazard |
Lazard International '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 International's mutual 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 International.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Lazard International on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Lazard International Equity or generate 0.0% return on investment in Lazard International over 90 days. Lazard International is related to or competes with Morningstar Municipal, T Rowe, John Hancock, and Prudential California. The Portfolio invests primarily in equity securities, principally common stocks, of relatively large non-U.S More
Lazard International 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 International's mutual 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 International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7185 | |||
| Information Ratio | 0.1352 | |||
| Maximum Drawdown | 11.72 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.22 |
Lazard International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard International's standard deviation. In reality, there are many statistical measures that can use Lazard International historical prices to predict the future Lazard International's volatility.| Risk Adjusted Performance | 0.1436 | |||
| Jensen Alpha | 0.2525 | |||
| Total Risk Alpha | 0.1288 | |||
| Sortino Ratio | 0.272 | |||
| Treynor Ratio | 1.6 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lazard International'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 International January 25, 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 | 0.1436 | |||
| Market Risk Adjusted Performance | 1.61 | |||
| Mean Deviation | 0.685 | |||
| Semi Deviation | 0.217 | |||
| Downside Deviation | 0.7185 | |||
| Coefficient Of Variation | 528.03 | |||
| Standard Deviation | 1.45 | |||
| Variance | 2.09 | |||
| Information Ratio | 0.1352 | |||
| Jensen Alpha | 0.2525 | |||
| Total Risk Alpha | 0.1288 | |||
| Sortino Ratio | 0.272 | |||
| Treynor Ratio | 1.6 | |||
| Maximum Drawdown | 11.72 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.22 | |||
| Downside Variance | 0.5162 | |||
| Semi Variance | 0.0471 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 5.44 | |||
| Kurtosis | 37.83 |
Lazard International Backtested Returns
Lazard International appears to be very steady, given 3 months investment horizon. Lazard International has Sharpe Ratio of 0.19, which conveys that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lazard International, which you can use to evaluate the volatility of the fund. Please exercise Lazard International's Mean Deviation of 0.685, downside deviation of 0.7185, and Risk Adjusted Performance of 0.1436 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lazard International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lazard International is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Lazard International Equity has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lazard International time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 International price movement. The serial correlation of -0.17 indicates that over 17.0% of current Lazard International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
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.Other Information on Investing in Lazard Mutual Fund
Lazard International financial ratios help investors to determine whether Lazard Mutual 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 International security.
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