Lazard Systematic Small Etf Market Value
| SYZ Etf | 25.75 0.03 0.12% |
| Symbol | Lazard |
The market value of Lazard Systematic Small 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 Systematic's value that differs from its market value or its book value, called intrinsic value, which is Lazard Systematic'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 Systematic's market value can be influenced by many factors that don't directly affect Lazard Systematic'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 Systematic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lazard Systematic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lazard Systematic'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 Systematic '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 Systematic'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 Systematic.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Lazard Systematic on November 27, 2025 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 Systematic over 30 days. Lazard Systematic is related to or competes with 2023 ETF, First Trust, PortfolioPlus Emerging, Global X, American Century, Lazard Japanese, and IShares International. Lazard Systematic is entity of United States More
Lazard Systematic 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 Systematic'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 Systematic Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.63 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.59 |
Lazard Systematic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard Systematic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard Systematic's standard deviation. In reality, there are many statistical measures that can use Lazard Systematic historical prices to predict the future Lazard Systematic's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0262 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lazard Systematic'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 Systematic Small Backtested Returns
At this stage we consider Lazard Etf to be very steady. Lazard Systematic Small has Sharpe Ratio of 0.0499, which conveys that the entity had a 0.0499 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lazard Systematic, which you can use to evaluate the volatility of the etf. Please verify Lazard Systematic's Mean Deviation of 0.7982, downside deviation of 1.07, and Risk Adjusted Performance of 0.0306 to check out if the risk estimate we provide is consistent with the expected return of 0.0508%. The etf secures a Beta (Market Risk) of 1.13, which conveys a somewhat significant risk relative to the market. Lazard Systematic returns are very sensitive to returns on the market. As the market goes up or down, Lazard Systematic is expected to follow.
Auto-correlation | 0.53 |
Modest predictability
Lazard Systematic Small has modest predictability. Overlapping area represents the amount of predictability between Lazard Systematic 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 Systematic Small price movement. The serial correlation of 0.53 indicates that about 53.0% of current Lazard Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lazard Systematic Small lagged returns against current returns
Autocorrelation, which is Lazard Systematic 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 Systematic's etf expected returns. We can calculate the autocorrelation of Lazard Systematic returns to help us make a trade decision. For example, suppose you find that Lazard Systematic 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 Systematic 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 Systematic etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lazard Systematic etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lazard Systematic etf over time.
Current vs Lagged Prices |
| Timeline |
Lazard Systematic Lagged Returns
When evaluating Lazard Systematic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lazard Systematic etf have on its future price. Lazard Systematic 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 Systematic autocorrelation shows the relationship between Lazard Systematic etf 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.When determining whether Lazard Systematic Small offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lazard Systematic'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 Systematic Small Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Lazard Systematic Small Etf:Check out Lazard Systematic Correlation, Lazard Systematic Volatility and Lazard Systematic Alpha and Beta module to complement your research on Lazard Systematic. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Lazard Systematic 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.