Lazard Systematic Small Etf Market Value
| SYZ Etf | 27.18 0.43 1.56% |
| 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. Meanwhile, Lazard Systematic's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Lazard Systematic on December 4, 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 90 days. Lazard Systematic is related to or competes with IShares MSCI, First Trust, Fidelity MSCI, IShares MSCI, Xtrackers MSCI, WisdomTree Emerging, and SPDR SP. 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 | 0.7601 | |||
| Information Ratio | 0.1689 | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.69 |
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 | 0.1675 | |||
| Jensen Alpha | 0.194 | |||
| Total Risk Alpha | 0.1473 | |||
| Sortino Ratio | 0.2044 | |||
| Treynor Ratio | (4.01) |
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 March 4, 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 | 0.1675 | |||
| Market Risk Adjusted Performance | (4.00) | |||
| Mean Deviation | 0.704 | |||
| Semi Deviation | 0.5329 | |||
| Downside Deviation | 0.7601 | |||
| Coefficient Of Variation | 455.08 | |||
| Standard Deviation | 0.9202 | |||
| Variance | 0.8467 | |||
| Information Ratio | 0.1689 | |||
| Jensen Alpha | 0.194 | |||
| Total Risk Alpha | 0.1473 | |||
| Sortino Ratio | 0.2044 | |||
| Treynor Ratio | (4.01) | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.5778 | |||
| Semi Variance | 0.284 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 0.5335 | |||
| Kurtosis | 1.18 |
Lazard Systematic Small Backtested Returns
At this stage we consider Lazard Etf to be very steady. Lazard Systematic Small has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lazard Systematic, which you can use to evaluate the volatility of the etf. Please verify Lazard Systematic's Risk Adjusted Performance of 0.1675, mean deviation of 0.704, and Downside Deviation of 0.7601 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. The etf secures a Beta (Market Risk) of -0.0479, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lazard Systematic are expected to decrease at a much lower rate. During the bear market, Lazard Systematic is likely to outperform the market.
Auto-correlation | 0.57 |
Modest predictability
Lazard Systematic Small has modest predictability. Overlapping area represents the amount of predictability between Lazard Systematic time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Systematic Small price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Lazard Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 Performance module to complement your research on Lazard Systematic. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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.