Pzena Mid Cap Fund Manager Performance Evaluation

PZIMX Fund  USD 12.02  0.33  2.67%   
The fund holds a Beta of 1.47, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pzena Mid will likely underperform.

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Pzena Mid Cap are ranked lower than 11 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak primary indicators, Pzena Mid showed solid returns over the last few months and may actually be approaching a breakup point.
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Expense Ratio Date28th of June 2025
Expense Ratio0.9000
  

Pzena Mid Relative Risk vs. Return Landscape

If you would invest  1,069  in Pzena Mid Cap on November 26, 2025 and sell it today you would earn a total of  133.00  from holding Pzena Mid Cap or generate 12.44% return on investment over 90 days. Pzena Mid Cap is currently producing 0.2059% returns and takes up 1.4503% volatility of returns over 90 trading days. Put another way, 13% of traded mutual funds are less volatile than Pzena, and 96% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Pzena Mid is expected to generate 1.9 times more return on investment than the market. However, the company is 1.9 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

Pzena Mid Current Valuation

Undervalued
Today
12.02
Please note that Pzena Mid's price fluctuation is not too volatile at this time. At this time, the fund appears to be undervalued. Pzena Mid Cap holds a recent Real Value of $12.96 per share. The prevailing price of the fund is $12.02. 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  12.02 Real  12.96 Hype  12.02 Naive  11.97
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.
12.96
Real Value
14.41
Upside
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:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.1112.2512.56
Details
Hype
Prediction
LowEstimatedHigh
10.5712.0213.47
Details
Naive
Forecast
LowNext ValueHigh
10.5211.9713.42
Details
Below is the normalized historical share price chart for Pzena Mid Cap extending back to March 31, 2014. 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 Mid stands at 12.02, as last reported on the 24th of February, with the highest price reaching 12.02 and the lowest price hitting 12.02 during the day.
 
Yuan Drop
 
Covid
 
Interest Hikes

Pzena Mid Target Price Odds to finish over Current Price

The tendency of Pzena Mutual Fund 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
 12.02 90 days 12.02 
about 21.45
Based on a normal probability distribution, the odds of Pzena Mid to move above the current price in 90 days from now is about 21.45 (This Pzena Mid Cap probability density function shows the probability of Pzena Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.47 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Pzena Mid will likely underperform. Additionally Pzena Mid Cap has an alpha of 0.1748, implying that it can generate a 0.17 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Pzena Mid Price Density   
       Price  

Predictive Modules for Pzena Mid

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Pzena Mid Cap. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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.
Hype
Prediction
LowEstimatedHigh
10.5712.0213.47
Details
Intrinsic
Valuation
LowRealHigh
11.5112.9614.41
Details
Naive
Forecast
LowNextHigh
10.5211.9713.42
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.1112.2512.56
Details

Pzena Mid Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Pzena Mid is not an exception. The market had few large corrections towards the Pzena Mid'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 Pzena Mid Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Pzena Mid within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.17
β
Beta against Dow Jones1.47
σ
Overall volatility
0.67
Ir
Information ratio 0.14

Pzena Mid Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Pzena Mid for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Pzena Mid Cap can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund maintains 99.26% of its assets in stocks

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.

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.
The fund maintains 99.26% of its assets in stocks
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.
It's essential to remember that evaluating Pzena Mid's mutual fund performance is not an exact science, and many factors can impact Pzena Mid's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

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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