Lazard Systematic Small Etf Technical Analysis
| SYZ Etf | 26.71 0.04 0.15% |
As of the 29th of January, Lazard Systematic secures the Risk Adjusted Performance of 0.1153, downside deviation of 0.9481, and Mean Deviation of 0.7465. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Lazard Systematic Small, as well as the relationship between them.
Lazard Systematic Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Lazard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LazardLazard Systematic's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Lazard Systematic on October 31, 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 Praxis Funds, 2023 ETF, First Trust, PortfolioPlus Emerging, Global X, American Century, and Lazard Japanese. 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 | 0.9481 | |||
| Information Ratio | 0.0917 | |||
| Maximum Drawdown | 3.74 | |||
| Value At Risk | (1.31) | |||
| 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 | 0.1153 | |||
| Jensen Alpha | 0.0856 | |||
| Total Risk Alpha | 0.0715 | |||
| Sortino Ratio | 0.0931 | |||
| Treynor Ratio | 0.1326 |
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 January 29, 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 | 0.1153 | |||
| Market Risk Adjusted Performance | 0.1426 | |||
| Mean Deviation | 0.7465 | |||
| Semi Deviation | 0.7681 | |||
| Downside Deviation | 0.9481 | |||
| Coefficient Of Variation | 643.66 | |||
| Standard Deviation | 0.9628 | |||
| Variance | 0.9271 | |||
| Information Ratio | 0.0917 | |||
| Jensen Alpha | 0.0856 | |||
| Total Risk Alpha | 0.0715 | |||
| Sortino Ratio | 0.0931 | |||
| Treynor Ratio | 0.1326 | |||
| Maximum Drawdown | 3.74 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.8989 | |||
| Semi Variance | 0.59 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.0137 | |||
| Kurtosis | (0.08) |
Lazard Systematic Small Backtested Returns
At this stage we consider Lazard Etf to be very steady. Lazard Systematic Small has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % 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 Mean Deviation of 0.7465, risk adjusted performance of 0.1153, and Downside Deviation of 0.9481 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The etf secures a Beta (Market Risk) of 1.05, which conveys a somewhat significant risk relative to the market. Lazard Systematic returns are very sensitive to returns on the market. As the market goes up or down, Lazard Systematic is expected to follow.
Auto-correlation | 0.76 |
Good predictability
Lazard Systematic Small has good predictability. Overlapping area represents the amount of predictability between Lazard Systematic time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Systematic Small price movement. The serial correlation of 0.76 indicates that around 76.0% of current Lazard Systematic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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.
Lazard Systematic Small Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Lazard Systematic Small volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Lazard Systematic Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Lazard Systematic Small on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Lazard Systematic Small based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Lazard Systematic Small price pattern first instead of the macroeconomic environment surrounding Lazard Systematic Small. By analyzing Lazard Systematic's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Lazard Systematic's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Lazard Systematic specific price patterns or momentum indicators. Please read more on our technical analysis page.
Lazard Systematic January 29, 2026 Technical Indicators
Most technical analysis of Lazard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Lazard from various momentum indicators to cycle indicators. When you analyze Lazard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1153 | |||
| Market Risk Adjusted Performance | 0.1426 | |||
| Mean Deviation | 0.7465 | |||
| Semi Deviation | 0.7681 | |||
| Downside Deviation | 0.9481 | |||
| Coefficient Of Variation | 643.66 | |||
| Standard Deviation | 0.9628 | |||
| Variance | 0.9271 | |||
| Information Ratio | 0.0917 | |||
| Jensen Alpha | 0.0856 | |||
| Total Risk Alpha | 0.0715 | |||
| Sortino Ratio | 0.0931 | |||
| Treynor Ratio | 0.1326 | |||
| Maximum Drawdown | 3.74 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.8989 | |||
| Semi Variance | 0.59 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.0137 | |||
| Kurtosis | (0.08) |
Lazard Systematic January 29, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Lazard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 28.73 | ||
| Daily Balance Of Power | 0.10 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 26.50 | ||
| Day Typical Price | 26.57 | ||
| Price Action Indicator | 0.23 | ||
| Market Facilitation Index | 0.0002 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Lazard Systematic Small. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in services. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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.