Olstein Strategic Opportunities Fund Key Fundamental Indicators
| OFSAX Fund | USD 22.32 0.21 0.93% |
As of the 30th of January, Olstein Strategic holds the Risk Adjusted Performance of 0.116, coefficient of variation of 649.29, and Semi Deviation of 0.7877. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Olstein Strategic, as well as the relationship between them.
Olstein Strategic's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Olstein Strategic's valuation are provided below:Olstein Strategic Opportunities does not presently have any trending fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Olstein |
Olstein Strategic 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Olstein Strategic's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Olstein Strategic.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Olstein Strategic on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Olstein Strategic Opportunities or generate 0.0% return on investment in Olstein Strategic over 90 days. Olstein Strategic is related to or competes with Baron Health, Alger Health, Putnam Global, Alphacentric Lifesci, and Live Oak. The fund seeks to achieve its objectives by investing primarily in common stocks of small- and mid-sized companies that ... More
Olstein Strategic Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Olstein Strategic's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Olstein Strategic Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 6.39 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 2.58 |
Olstein Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Olstein Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Olstein Strategic's standard deviation. In reality, there are many statistical measures that can use Olstein Strategic historical prices to predict the future Olstein Strategic's volatility.| Risk Adjusted Performance | 0.116 | |||
| Jensen Alpha | 0.1204 | |||
| Total Risk Alpha | 0.0947 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.149 |
Olstein Strategic January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.116 | |||
| Market Risk Adjusted Performance | 0.159 | |||
| Mean Deviation | 0.919 | |||
| Semi Deviation | 0.7877 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 649.29 | |||
| Standard Deviation | 1.26 | |||
| Variance | 1.58 | |||
| Information Ratio | 0.1052 | |||
| Jensen Alpha | 0.1204 | |||
| Total Risk Alpha | 0.0947 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.149 | |||
| Maximum Drawdown | 6.39 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 2.58 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.6205 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.7559 | |||
| Kurtosis | 1.39 |
Olstein Strategic Backtested Returns
Olstein Strategic appears to be somewhat reliable, given 3 months investment horizon. Olstein Strategic maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Olstein Strategic, which you can use to evaluate the volatility of the fund. Please evaluate Olstein Strategic's Coefficient Of Variation of 649.29, risk adjusted performance of 0.116, and Semi Deviation of 0.7877 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.23, 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, Olstein Strategic will likely underperform.
Auto-correlation | 0.62 |
Good predictability
Olstein Strategic Opportunities has good predictability. Overlapping area represents the amount of predictability between Olstein Strategic time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Olstein Strategic price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Olstein Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Olstein Strategic Opportunities has a Price To Earning of 15.54 times. This is much higher than that of the Olstein family and significantly higher than that of the Small Value category. The price to earning for all United States funds is notably lower than that of the firm.
Olstein Strategic Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Olstein Strategic's current stock value. Our valuation model uses many indicators to compare Olstein Strategic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Olstein Strategic competition to find correlations between indicators driving Olstein Strategic's intrinsic value. More Info.Olstein Strategic Opportunities is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Olstein Strategic Opportunities is roughly 9.90 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Olstein Strategic's earnings, one of the primary drivers of an investment's value.Olstein Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Olstein Strategic's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Olstein Strategic could also be used in its relative valuation, which is a method of valuing Olstein Strategic by comparing valuation metrics of similar companies.Olstein Strategic is currently under evaluation in price to earning among similar funds.
Olstein Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Olstein Strategic's current stock value. Our valuation model uses many indicators to compare Olstein Strategic value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Olstein Strategic competition to find correlations between indicators driving Olstein Strategic's intrinsic value. More Info.Olstein Strategic Opportunities is number one fund in price to earning among similar funds. It also is number one fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Olstein Strategic Opportunities is roughly 9.90 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Olstein Strategic's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Olstein Strategic
The fund consists of 97.97% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Olstein Strategic's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Olstein Fundamentals
| Price To Earning | 15.54 X | |||
| Price To Book | 1.57 X | |||
| Price To Sales | 0.75 X | |||
| Total Asset | 20.62 M | |||
| Annual Yield | 0.0001 % | |||
| Year To Date Return | 4.49 % | |||
| One Year Return | 5.38 % | |||
| Three Year Return | 4.40 % | |||
| Five Year Return | 2.83 % | |||
| Ten Year Return | 7.29 % | |||
| Net Asset | 45.51 M | |||
| Cash Position Weight | 2.02 % | |||
| Equity Positions Weight | 97.97 % |
About Olstein Strategic Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Olstein Strategic Opportunities's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Olstein Strategic using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Olstein Strategic Opportunities based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund seeks to achieve its objectives by investing primarily in common stocks of small- and mid-sized companies that the funds investment adviser believes are selling at a significant discount to private market value. Olstein Strategic is traded on NASDAQ Exchange in the United States.
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Other Information on Investing in Olstein Mutual Fund
Olstein Strategic financial ratios help investors to determine whether Olstein 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 Olstein with respect to the benefits of owning Olstein Strategic security.
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