Pzena Mid Cap Fund Manager Performance Evaluation
| PZIMX Fund | USD 15.09 0.09 0.60% |
The fund holds a Beta of 0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pzena Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pzena Mid is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Pzena Mid Cap are ranked lower than 2 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong primary indicators, Pzena Mid is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 28th of June 2023 | |
| Expense Ratio | 0.9000 |
Pzena |
Pzena Mid Relative Risk vs. Return Landscape
If you would invest 1,486 in Pzena Mid Cap on September 15, 2024 and sell it today you would earn a total of 23.00 from holding Pzena Mid Cap or generate 1.55% return on investment over 90 days. Pzena Mid Cap is currently producing 0.0287% returns and takes up 0.9817% volatility of returns over 90 trading days. Put another way, 8% 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 Mid Current Valuation
Fairly Valued
Today
Please note that Pzena Mid's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Pzena Mid Cap holds a recent Real Value of $15.07 per share. The prevailing price of the fund is $15.09. We determine the value of Pzena Mid Cap 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.
Since Pzena Mid is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Pzena Mutual Fund. However, Pzena Mid'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 15.09 | Real 15.07 | Hype 15.09 |
The intrinsic value of Pzena Mid'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 Mid'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 Mid Cap 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 Mid more accurately as focusing exclusively on Pzena Mid's fundamentals will not take into account other important factors: Pzena Mid Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pzena Mid's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Pzena Mid Cap, and traders can use it to determine the average amount a Pzena Mid'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 = 0.0292
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PZIMX |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Pzena Mid is performing at about 2% 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 Mid by adding it to a well-diversified portfolio.
Pzena Mid Fundamentals Growth
Pzena Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Pzena Mid, and Pzena Mid 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 | 124.2 M | ||||
About Pzena Mid Performance
Evaluating Pzena Mid's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Pzena Mid has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Pzena Mid has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests at least 80 percent of its net assets in stocks of mid-cap companies. It seeks to invest in mid cap company stocks that, in the opinion of the Adviser, sell at a substantial discount to their intrinsic value but have solid long-term prospects. Though the fund primarily invests in U.S. listed companies, it may also invest up to 20 percent of its net assets in shares of foreign companies, through American Depositary Receipts or dollar-denominated foreign securities. The fund may also invest in real estate investment trusts .Things to note about Pzena Mid Cap performance evaluation
Checking the ongoing alerts about Pzena Mid for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Pzena Mid Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Pzena Mid's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Pzena Mid's mutual fund performance include:- Analyzing Pzena Mid'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 Mid's stock is overvalued or undervalued compared to its peers.
- Examining Pzena Mid'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 Mid's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pzena Mid's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Pzena Mid's mutual fund. These opinions can provide insight into Pzena Mid's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Pzena Mutual Fund
Pzena Mid 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 Mid security.
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