Pzena International Small Fund Manager Performance Evaluation
| PZIIX Fund | USD 11.98 0.17 1.44% |
The fund holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. 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
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Over the last 90 days Pzena International Small has generated negative risk-adjusted returns adding no value to fund investors. 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.
...more| Expense Ratio | 1.1800 |
Pzena |
Pzena International Relative Risk vs. Return Landscape
If you would invest 1,220 in Pzena International Small on September 2, 2024 and sell it today you would lose (22.00) from holding Pzena International Small or give up 1.8% of portfolio value over 90 days. Pzena International Small is currently producing negative expected returns and takes up 0.868% volatility of returns over 90 trading days. Put another way, 7% 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 $12.05 per share. The prevailing price of the fund is $11.98. 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.
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 11.98 | Real 12.05 | Hype 11.98 | Naive 11.93 |
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 = -0.0285
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PZIIX |
Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Pzena International is not performing at its full potential. However, 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 Pzena International 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
Evaluating Pzena International's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Pzena International 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 International 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.
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.| Pzena International generated a negative expected return over the last 90 days | |
| The fund maintains 96.24% of its assets in stocks |
- 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.
Other Information on Investing in Pzena Mutual Fund
Pzena International 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 International security.
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