Pgim Jennison Global Fund Key Fundamental Indicators
| PRJBX Fund | USD 35.18 0.49 1.37% |
As of the 28th of February, Pgim Jennison holds the Semi Deviation of 0.8834, coefficient of variation of 890.11, and Risk Adjusted Performance of 0.0941. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Pgim Jennison, as well as the relationship between them.
Pgim Jennison'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 Pgim Jennison's valuation are provided below:Pgim Jennison Global 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. Pgim |
Pgim Jennison '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 Pgim Jennison'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 Pgim Jennison.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Pgim Jennison on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Pgim Jennison Global or generate 0.0% return on investment in Pgim Jennison over 90 days. Pgim Jennison is related to or competes with Goldman Sachs, Ab Small, Foundry Partners, American Century, American Beacon, and Great-west Loomis. The fund invests primarily in equity and equity-related securities of companies located around the world More
Pgim Jennison 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 Pgim Jennison'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 Pgim Jennison Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.0898 | |||
| Maximum Drawdown | 34.14 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.04 |
Pgim Jennison Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pgim Jennison's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pgim Jennison's standard deviation. In reality, there are many statistical measures that can use Pgim Jennison historical prices to predict the future Pgim Jennison's volatility.| Risk Adjusted Performance | 0.0941 | |||
| Jensen Alpha | 0.4104 | |||
| Total Risk Alpha | 0.0217 | |||
| Sortino Ratio | 0.2732 | |||
| Treynor Ratio | 1.3 |
Pgim Jennison February 28, 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 | 0.0941 | |||
| Market Risk Adjusted Performance | 1.31 | |||
| Mean Deviation | 1.35 | |||
| Semi Deviation | 0.8834 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 890.11 | |||
| Standard Deviation | 3.98 | |||
| Variance | 15.84 | |||
| Information Ratio | 0.0898 | |||
| Jensen Alpha | 0.4104 | |||
| Total Risk Alpha | 0.0217 | |||
| Sortino Ratio | 0.2732 | |||
| Treynor Ratio | 1.3 | |||
| Maximum Drawdown | 34.14 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.04 | |||
| Downside Variance | 1.71 | |||
| Semi Variance | 0.7804 | |||
| Expected Short fall | (1.66) | |||
| Skewness | 7.14 | |||
| Kurtosis | 55.52 |
Pgim Jennison Global Backtested Returns
Pgim Jennison appears to be very steady, given 3 months investment horizon. Pgim Jennison Global maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pgim Jennison Global, which you can use to evaluate the volatility of the fund. Please evaluate Pgim Jennison's Semi Deviation of 0.8834, risk adjusted performance of 0.0941, and Coefficient Of Variation of 890.11 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pgim Jennison's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pgim Jennison is expected to be smaller as well.
Auto-correlation | -0.69 |
Very good reverse predictability
Pgim Jennison Global has very good reverse predictability. Overlapping area represents the amount of predictability between Pgim Jennison time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 Pgim Jennison Global price movement. The serial correlation of -0.69 indicates that around 69.0% of current Pgim Jennison price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Year-To-Date typically refers to a period starting from the beginning of the current year and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
| Competition |
Based on the company's disclosures, Pgim Jennison Global has a Year To Date Return of 0.1074%. This is much higher than that of the PGIM Funds (Prudential) family and significantly higher than that of the World Large-Stock Growth category. The year to date return for all United States funds is notably lower than that of the firm.
Pgim Jennison Global Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Pgim Jennison's current stock value. Our valuation model uses many indicators to compare Pgim Jennison value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Pgim Jennison competition to find correlations between indicators driving Pgim Jennison's intrinsic value. More Info.Pgim Jennison Global is rated top fund in year to date return among similar funds. It also is rated top fund in one year return among similar funds reporting about 15.67 of One Year Return per Year To Date Return. 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 Pgim Jennison's earnings, one of the primary drivers of an investment's value.Pgim Year To Date Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Pgim Jennison's direct or indirect competition against its Year To Date Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Pgim Jennison could also be used in its relative valuation, which is a method of valuing Pgim Jennison by comparing valuation metrics of similar companies.Pgim Jennison is currently under evaluation in year to date return among similar funds.
Pgim Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Pgim Jennison's current stock value. Our valuation model uses many indicators to compare Pgim Jennison value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Pgim Jennison competition to find correlations between indicators driving Pgim Jennison's intrinsic value. More Info.Pgim Jennison Global is rated top fund in year to date return among similar funds. It also is rated top fund in one year return among similar funds reporting about 15.67 of One Year Return per Year To Date Return. 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 Pgim Jennison's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Pgim Jennison
The fund consists of 97.06% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Pgim Jennison'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 for 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 manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Pgim Fundamentals
| Total Asset | 4.95 B | ||||
| Year To Date Return | 0.11 % | ||||
| One Year Return | 1.68 % | ||||
| Three Year Return | 15.46 % | ||||
| Five Year Return | 2.11 % | ||||
| Net Asset | 2.76 B | ||||
| Cash Position Weight | 2.43 % | ||||
| Equity Positions Weight | 97.06 % |
About Pgim Jennison Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Pgim Jennison Global's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Pgim Jennison using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Pgim Jennison Global 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 invests primarily in equity and equity-related securities of companies located around the world. It can invest without limit in foreign securities, typically invests in a number of different countries, and may invest a significant portion of its assets in companies located in emerging markets. The fund may invest in securities of issuers of any market capitalization size.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Pgim Mutual Fund
Pgim Jennison financial ratios help investors to determine whether Pgim 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 Pgim with respect to the benefits of owning Pgim Jennison security.
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