Pzena International Small Fund Manager Performance Evaluation
PZIIX Fund | USD 11.55 0.11 0.96% |
The fund holds a Beta of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pzena International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pzena International is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Pzena International Small are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Pzena International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreExpense Ratio | 1.1800 |
Pzena |
Pzena International Relative Risk vs. Return Landscape
If you would invest 1,111 in Pzena International Small on January 25, 2024 and sell it today you would earn a total of 44.00 from holding Pzena International Small or generate 3.96% return on investment over 90 days. Pzena International Small is currently producing 0.0635% returns and takes up 0.6086% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Pzena, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
Risk |
Pzena International Current Valuation
Fairly Valued
Today
Please note that Pzena International's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Pzena International Small holds a recent Real Value of $11.48 per share. The prevailing price of the fund is $11.55. We determine the value of Pzena International Small from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Our valuation method for Pzena International Small is useful when determining the fair value of the Pzena mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Pzena International. Since Pzena International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Pzena Mutual Fund. However, Pzena International's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. Historical | Market 11.55 | Real 11.48 | Hype 11.55 | Naive 11.44 |
The real value of Pzena Mutual Fund, also known as its intrinsic value, is the underlying worth of Pzena International Small Mutual Fund, which is reflected in its stock price. It is based on Pzena International's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Pzena International's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Pzena International's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Pzena International Small helps investors to forecast how Pzena mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Pzena International more accurately as focusing exclusively on Pzena International's fundamentals will not take into account other important factors: Pzena International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pzena International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Pzena International Small, and traders can use it to determine the average amount a Pzena International's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1043
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Estimated Market Risk
0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Pzena International is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Pzena International by adding it to a well-diversified portfolio.
Pzena International Fundamentals Growth
Pzena Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Pzena International, and Pzena International fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Pzena Mutual Fund performance.
Total Asset | 16.34 M | |||
About Pzena International Performance
To evaluate Pzena International Small Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Pzena International generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Pzena Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Pzena International Small market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Pzena's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Under normal market conditions the International Small Cap Fund invests at least 80 percent of its net assets in common stocks of small-cap companies located in developed markets outside the U.S. The advisor defines a small-cap company as an issuer whose market capitalization at the time of initial purchase is in the range of those found in the MSCI World ex USA Small Cap Index, during the most recent 11-month period plus the most recent data during the current month .Things to note about Pzena International Small performance evaluation
Checking the ongoing alerts about Pzena International for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Pzena International Small help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Pzena International's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Pzena International's mutual fund performance include:- Analyzing Pzena International's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Pzena International's stock is overvalued or undervalued compared to its peers.
- Examining Pzena International's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Pzena International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pzena International's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Pzena International's mutual fund. These opinions can provide insight into Pzena International's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Pzena International Small. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.