Pzena Small Cap Fund Manager Performance Evaluation
| PZISX Fund | USD 16.24 0.13 0.79% |
The fund holds a Beta of 0.35, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pzena Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pzena Small is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Pzena Small Cap are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Pzena Small may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more| Expense Ratio Date | 28th of June 2023 | |
| Expense Ratio | 1.0000 |
Pzena |
Pzena Small Relative Risk vs. Return Landscape
If you would invest 1,445 in Pzena Small Cap on September 12, 2024 and sell it today you would earn a total of 179.00 from holding Pzena Small Cap or generate 12.39% return on investment over 90 days. Pzena Small Cap is currently producing 0.1924% returns and takes up 1.4223% volatility of returns over 90 trading days. Put another way, 12% of traded mutual funds are less volatile than Pzena, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Pzena Small Current Valuation
Fairly Valued
Today
Please note that Pzena Small's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Pzena Small Cap holds a recent Real Value of $16.1 per share. The prevailing price of the fund is $16.24. We determine the value of Pzena Small 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 Small is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Pzena Mutual Fund. However, Pzena Small'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 16.24 | Real 16.1 | Hype 16.24 | Naive 16.02 |
The intrinsic value of Pzena Small'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 Small'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 Small 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 Small more accurately as focusing exclusively on Pzena Small's fundamentals will not take into account other important factors: Pzena Small Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pzena Small's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Pzena Small Cap, and traders can use it to determine the average amount a Pzena Small'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 = 0.1353
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | PZISX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.42 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Pzena Small is performing at about 10% 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 Fundamentals Growth
Pzena Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Pzena Small, and Pzena Small 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 | 39.51 M | |||
About Pzena Small Performance
Evaluating Pzena Small's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Pzena Small 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 Small 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 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 .Things to note about Pzena Small Cap performance evaluation
Checking the ongoing alerts about Pzena Small for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Pzena Small 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 Small's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Pzena Small's mutual fund performance include:- Analyzing Pzena Small'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 Small's stock is overvalued or undervalued compared to its peers.
- Examining Pzena Small'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 Small's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pzena Small's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Pzena Small's mutual fund. These opinions can provide insight into Pzena Small's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |