Lazard Equity Megatrends Etf Market Value
| THMZ Etf | 33.10 0.09 0.27% |
| Symbol | Lazard |
The market value of Lazard Equity Megatrends 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 Equity's value that differs from its market value or its book value, called intrinsic value, which is Lazard Equity'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 Equity's market value can be influenced by many factors that don't directly affect Lazard Equity'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 Equity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lazard Equity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lazard Equity'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 Equity '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 Equity'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 Equity.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Lazard Equity on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Lazard Equity Megatrends or generate 0.0% return on investment in Lazard Equity over 90 days. Lazard Equity is related to or competes with Invesco Next, Bridges Capital, Esoterica NextG, Direxion Daily, Pacer Swan, Invesco Top, and Trueshares Structured. Lazard Equity is entity of United States More
Lazard Equity 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 Equity'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 Equity Megatrends upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.38 |
Lazard Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lazard Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lazard Equity's standard deviation. In reality, there are many statistical measures that can use Lazard Equity historical prices to predict the future Lazard Equity's volatility.| Risk Adjusted Performance | 0.036 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0317 |
Lazard Equity January 28, 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 | 0.036 | |||
| Market Risk Adjusted Performance | 0.0417 | |||
| Mean Deviation | 0.68 | |||
| Semi Deviation | 0.9506 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 2138.78 | |||
| Standard Deviation | 0.8736 | |||
| Variance | 0.7632 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0317 | |||
| Maximum Drawdown | 4.18 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 1.02 | |||
| Semi Variance | 0.9037 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.60) | |||
| Kurtosis | 0.2949 |
Lazard Equity Megatrends Backtested Returns
At this stage we consider Lazard Etf to be very steady. Lazard Equity Megatrends has Sharpe Ratio of 0.0341, which conveys that the entity had a 0.0341 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lazard Equity, which you can use to evaluate the volatility of the etf. Please verify Lazard Equity's Mean Deviation of 0.68, downside deviation of 1.01, and Risk Adjusted Performance of 0.036 to check out if the risk estimate we provide is consistent with the expected return of 0.0303%. The etf secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Lazard Equity returns are very sensitive to returns on the market. As the market goes up or down, Lazard Equity is expected to follow.
Auto-correlation | -0.49 |
Modest reverse predictability
Lazard Equity Megatrends has modest reverse predictability. Overlapping area represents the amount of predictability between Lazard Equity time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Equity Megatrends price movement. The serial correlation of -0.49 indicates that about 49.0% of current Lazard Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
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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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Check out Lazard Equity Correlation, Lazard Equity Volatility and Lazard Equity Alpha and Beta module to complement your research on Lazard Equity. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Lazard Equity 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.