Lazard Japanese Equity Etf Alpha and Beta Analysis
| JPY Etf | 32.05 0.07 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lazard Japanese Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lazard Japanese over a specified time horizon. Remember, high Lazard Japanese's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Lazard Japanese's market risk premium analysis include:
Beta 0.17 | Alpha 0.0141 | Risk 1.15 | Sharpe Ratio 0.0389 | Expected Return 0.0446 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Lazard Japanese Backtesting, Portfolio Optimization, Lazard Japanese Correlation, Lazard Japanese Hype Analysis, Lazard Japanese Volatility, Lazard Japanese History and analyze Lazard Japanese Performance. Lazard Japanese Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lazard Japanese market risk premium is the additional return an investor will receive from holding Lazard Japanese long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Lazard Japanese. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Lazard Japanese's performance over market.| α | 0.01 | β | 0.17 |
Lazard Japanese expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Lazard Japanese's Buy-and-hold return. Our buy-and-hold chart shows how Lazard Japanese performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lazard Japanese Market Price Analysis
Market price analysis indicators help investors to evaluate how Lazard Japanese etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lazard Japanese shares will generate the highest return on investment. By understating and applying Lazard Japanese etf market price indicators, traders can identify Lazard Japanese position entry and exit signals to maximize returns.
Lazard Japanese Return and Market Media
The median price of Lazard Japanese for the period between Fri, Sep 26, 2025 and Thu, Dec 25, 2025 is 31.66 with a coefficient of variation of 1.45. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 31.57, and mean deviation of 0.36. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Mitsubishi UFG Enters 1.3B Security Token Market With Retail Platform | 10/10/2025 |
2 | The yens outlook for today suggests that USDJPY may trade around the 152-yen level, with expectations of sustained stock market gains potentially curbing yen-bu... | 10/21/2025 |
3 | Total Investment of Approx. USD 11.6 Million in TB and NTD RD Projects With Partners Including Fujifilm, Stop TB Partnership, and the Ohio State University | 10/29/2025 |
4 | Nxera Pharma Operational Highlights and Consolidated Results for the Third Quarter and First Nine Months of 2025 | 10/31/2025 |
5 | ETF Monthly Trading Value via CONNEQTOR Reach Record JPY 0 billion - jpx.co.jp | 11/04/2025 |
6 | Japan Geographic Information System Market to Reach US 851.34 Million by 2033 Astute Analytica | 11/11/2025 |
7 | Japan Approves 135B Stimulus Package BTC Dip Keeps Giving | 11/21/2025 |
8 | DBJP JPY And USD Face Similar Issues, Limiting Hedge Value - Seeking Alpha | 12/03/2025 |
9 | SBI Group Joins Japans Megabank JPY Stablecoin Race | 12/16/2025 |
10 | Korean Won, Japanese Yen Strengthen Amid Policymakers Warnings Against Excessive Weakness -- Update - | 12/23/2025 |
About Lazard Japanese Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Lazard or other etfs. Alpha measures the amount that position in Lazard Japanese Equity has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lazard Japanese in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lazard Japanese's short interest history, or implied volatility extrapolated from Lazard Japanese options trading.
Build Portfolio with Lazard Japanese
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Lazard Japanese Backtesting, Portfolio Optimization, Lazard Japanese Correlation, Lazard Japanese Hype Analysis, Lazard Japanese Volatility, Lazard Japanese History and analyze Lazard Japanese Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Lazard Japanese 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.