Lazard Systematic Small Fund Market Value
| RUSRX Fund | 12.11 0.04 0.33% |
| Symbol | Lazard |
Lazard Us '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 Us' 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 Us.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Lazard Us on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Lazard Systematic Small or generate 0.0% return on investment in Lazard Us over 540 days. Lazard Us is related to or competes with Fpa Queens, Victory Rs, Heartland Value, Hennessy Cornerstone, Mid-cap Value, and Vanguard Small-cap. The Portfolio invests primarily in equity securities, principally common stocks, of small capitalization U.S More
Lazard Us 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 Us' 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 Systematic Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | (0.0007) | |||
| Maximum Drawdown | 6.18 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.78 |
Lazard Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard Us' standard deviation. In reality, there are many statistical measures that can use Lazard Us historical prices to predict the future Lazard Us' volatility.| Risk Adjusted Performance | 0.0882 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.0008) | |||
| Treynor Ratio | 0.0874 |
Lazard Systematic Small Backtested Returns
At this stage we consider Lazard Mutual Fund to be very steady. Lazard Systematic Small has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lazard Us, which you can use to evaluate the volatility of the fund. Please verify Lazard Us' Downside Deviation of 1.02, mean deviation of 0.8052, and Risk Adjusted Performance of 0.0882 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of 1.31, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lazard Us will likely underperform.
Auto-correlation | 0.38 |
Below average predictability
Lazard Systematic Small has below average predictability. Overlapping area represents the amount of predictability between Lazard Us time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 2024. 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 Systematic Small price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Lazard Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Lazard Systematic Small lagged returns against current returns
Autocorrelation, which is Lazard Us mutual fund'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 Us' mutual fund expected returns. We can calculate the autocorrelation of Lazard Us returns to help us make a trade decision. For example, suppose you find that Lazard Us has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Us 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 Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lazard Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lazard Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Lazard Us Lagged Returns
When evaluating Lazard Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lazard Us mutual fund have on its future price. Lazard Us 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 Us autocorrelation shows the relationship between Lazard Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Lazard Systematic Small.
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.Other Information on Investing in Lazard Mutual Fund
Lazard Us 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 Us security.
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |