Parnassus Core Select Etf Performance

PRCS Etf   27.83  0.05  0.18%   
The etf holds a Beta of 0.75, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Parnassus Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parnassus Core is expected to be smaller as well.

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Parnassus Core Select are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable fundamental indicators, Parnassus Core is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more

Parnassus Core Relative Risk vs. Return Landscape

If you would invest  2,651  in Parnassus Core Select on October 30, 2025 and sell it today you would earn a total of  132.00  from holding Parnassus Core Select or generate 4.98% return on investment over 90 days. Parnassus Core Select is currently generating 0.0823% in daily expected returns and assumes 0.7267% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Parnassus, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Expected Return   
       Risk  
Given the investment horizon of 90 days Parnassus Core is expected to generate 0.97 times more return on investment than the market. However, the company is 1.03 times less risky than the market. It trades about 0.11 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

Parnassus Core Target Price Odds to finish over Current Price

The tendency of Parnassus Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 27.83 90 days 27.83 
roughly 2.16
Based on a normal probability distribution, the odds of Parnassus Core to move above the current price in 90 days from now is roughly 2.16 (This Parnassus Core Select probability density function shows the probability of Parnassus Etf to fall within a particular range of prices over 90 days) .
Given the investment horizon of 90 days Parnassus Core has a beta of 0.75 indicating as returns on the market go up, Parnassus Core average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Parnassus Core Select will be expected to be much smaller as well. Additionally Parnassus Core Select has an alpha of 0.0247, implying that it can generate a 0.0247 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Parnassus Core Price Density   
       Price  

Predictive Modules for Parnassus Core

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Parnassus Core Select. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Parnassus Core'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.
Hype
Prediction
LowEstimatedHigh
27.1527.8828.61
Details
Intrinsic
Valuation
LowRealHigh
26.8927.6228.35
Details
Naive
Forecast
LowNextHigh
26.9827.7128.44
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
26.7227.3628.00
Details

Parnassus Core Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Parnassus Core is not an exception. The market had few large corrections towards the Parnassus Core's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Parnassus Core Select, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Parnassus Core within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.02
β
Beta against Dow Jones0.75
σ
Overall volatility
0.48
Ir
Information ratio 0.01

About Parnassus Core Performance

Assessing Parnassus Core's fundamental ratios provides investors with valuable insights into Parnassus Core's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Parnassus Core is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Parnassus Core is entity of United States. It is traded as Etf on NYSE exchange.