Lazard International Equity Fund Alpha and Beta Analysis

LZSIX Fund  USD 11.23  0.03  0.27%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lazard International Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lazard International over a specified time horizon. Remember, high Lazard International'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 International's market risk premium analysis include:
Beta
0.41
Alpha
(0.09)
Risk
0.73
Sharpe Ratio
(0.01)
Expected Return
(0.01)
Please note that although Lazard International alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Lazard International did 0.09  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Lazard International Equity fund's relative risk over its benchmark. Lazard International has a beta of 0.41  . As returns on the market increase, Lazard International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lazard International is expected to be smaller as well. .
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 International Backtesting, Portfolio Optimization, Lazard International Correlation, Lazard International Hype Analysis, Lazard International Volatility, Lazard International History and analyze Lazard International Performance.

Lazard International Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lazard International market risk premium is the additional return an investor will receive from holding Lazard International 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 International. 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 International's performance over market.
α-0.09   β0.41

Lazard International 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 International's Buy-and-hold return. Our buy-and-hold chart shows how Lazard International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Lazard International Market Price Analysis

Market price analysis indicators help investors to evaluate how Lazard International mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lazard International shares will generate the highest return on investment. By understating and applying Lazard International mutual fund market price indicators, traders can identify Lazard International position entry and exit signals to maximize returns.

Lazard International Return and Market Media

The median price of Lazard International for the period between Tue, Sep 10, 2024 and Mon, Dec 9, 2024 is 11.31 with a coefficient of variation of 2.59. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 11.33, and mean deviation of 0.25. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Lazard International 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 funds. Alpha measures the amount that position in Lazard International 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 International 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 International's short interest history, or implied volatility extrapolated from Lazard International options trading.

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Other Information on Investing in Lazard Mutual Fund

Lazard International financial ratios help investors to determine whether Lazard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lazard with respect to the benefits of owning Lazard International security.
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