Pzena Small Cap Fund Price on September 18, 2024
| PZISX Fund | USD 15.99 0.10 0.62% |
Below is the normalized historical share price chart for Pzena Small Cap extending back to April 28, 2016. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Pzena Small stands at 15.99, as last reported on the 15th of December 2024, with the highest price reaching 15.99 and the lowest price hitting 15.99 during the day.
If you're considering investing in Pzena Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Pzena Mutual Fund to be very steady. Pzena Small Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.0838, which implies the entity had a 0.0838% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pzena Small Cap, which you can use to evaluate the volatility of the fund. Please check Pzena Small's Semi Deviation of 0.8826, coefficient of variation of 864.7, and Risk Adjusted Performance of 0.0887 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%.
Pzena Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Pzena |
Sharpe Ratio = 0.0838
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Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Pzena Small is performing at about 6% 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 Small by adding it to a well-diversified portfolio.
Pzena Small Valuation on September 18, 2024
It is possible to determine the worth of Pzena Small on a given historical date. On September 18, 2024 Pzena was worth 15.13 at the beginning of the trading date compared to the closed value of 15.13. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Pzena Small mutual fund. Still, in general, we apply an absolute valuation method to find Pzena Small's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Pzena Small where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Pzena Small's related companies.
| Open | High | Low | Close | Volume | |
| 15.08 | 15.08 | 15.08 | 15.08 | 1.00 | |
09/18/2024 | 15.13 | 15.13 | 15.13 | 15.13 | 1.00 |
| 15.44 | 15.44 | 15.44 | 15.44 | 1.00 |
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Pzena Small Trading Date Momentum on September 18, 2024
| On September 19 2024 Pzena Small Cap was traded for 15.44 at the closing time. The highest daily price throughout the period was 15.44 and the lowest price was 15.44 . There was no trading activity during the period 1.0. Lack of trading volume on 09/19/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 2.05% . The trading delta at closing time to current closing price is 0.93% . |
Pzena Small Cap Fundamentals Correlations and Trends
By evaluating Pzena Small's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Pzena Small's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Pzena financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Pzena Small Mutual Fund history
Pzena Small investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Pzena is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Pzena Small Cap will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Pzena Small stock prices may prove useful in developing a viable investing in Pzena Small
Under normal market conditions, the fund invests at least 80 percent of its net assets in stocks of small-cap companies. The adviser 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 Russell 2000 Index during the most recent 11-month period plus the most recent data during the current month .
Pzena Small Mutual Fund Technical Analysis
Pzena Small technical mutual fund 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, fund market cycles, or different charting patterns.
Price Boundaries
Pzena Small Period Price Range
Low | December 15, 2024
| High |
0.00 | 0.00 |
Pzena Small Cap cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Pzena Small December 15, 2024 Market Strength
Market strength indicators help investors to evaluate how Pzena Small 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 Pzena Small shares will generate the highest return on investment. By undertsting and applying Pzena Small mutual fund market strength indicators, traders can identify Pzena Small Cap entry and exit signals to maximize returns
Pzena Small Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Pzena Small's price direction in advance. Along with the technical and fundamental analysis of Pzena Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Pzena to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0887 | |||
| Jensen Alpha | 0.0073 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0609 | |||
| Treynor Ratio | 0.0946 |
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Other Information on Investing in Pzena Mutual Fund
Pzena Small financial ratios help investors to determine whether Pzena 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 Pzena with respect to the benefits of owning Pzena Small security.
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