Lazard Systematic Small Etf Alpha and Beta Analysis
| SYZ Etf | 25.78 0.08 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lazard Systematic Small. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lazard Systematic over a specified time horizon. Remember, high Lazard Systematic'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 Systematic's market risk premium analysis include:
Beta 1.13 | Alpha (0.05) | Risk 1.01 | Sharpe Ratio 0.0635 | Expected Return 0.0644 |
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 Systematic Backtesting, Portfolio Optimization, Lazard Systematic Correlation, Lazard Systematic Hype Analysis, Lazard Systematic Volatility, Lazard Systematic History and analyze Lazard Systematic Performance. Lazard Systematic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lazard Systematic market risk premium is the additional return an investor will receive from holding Lazard Systematic 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 Systematic. 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 Systematic's performance over market.| α | -0.05 | β | 1.13 |
Lazard Systematic 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 Systematic's Buy-and-hold return. Our buy-and-hold chart shows how Lazard Systematic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lazard Systematic Market Price Analysis
Market price analysis indicators help investors to evaluate how Lazard Systematic 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 Systematic shares will generate the highest return on investment. By understating and applying Lazard Systematic etf market price indicators, traders can identify Lazard Systematic position entry and exit signals to maximize returns.
Lazard Systematic Return and Market Media
The median price of Lazard Systematic for the period between Thu, Sep 25, 2025 and Wed, Dec 24, 2025 is 24.84 with a coefficient of variation of 2.18. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 24.78, and mean deviation of 0.42. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stocks And Funds Shoot Higher Despite Bubble Fears Whats Next - Investors Business Daily | 10/03/2025 |
2 | Small-Cap ETF Hits 52-Week Low3 Must-Buy Stocks From Its Top 10 - Barchart.com | 10/08/2025 |
3 | Trump tariffs Not time to buy the dip say fund selectors - ETF Stream | 10/31/2025 |
About Lazard Systematic 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 Systematic Small 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 Systematic 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 Systematic's short interest history, or implied volatility extrapolated from Lazard Systematic options trading.
Build Portfolio with Lazard Systematic
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 Systematic Backtesting, Portfolio Optimization, Lazard Systematic Correlation, Lazard Systematic Hype Analysis, Lazard Systematic Volatility, Lazard Systematic History and analyze Lazard Systematic Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
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.