Pzena International's market value is the price at which a share of Pzena International trades on a public exchange. It measures the collective expectations of Pzena International Small investors about its performance. Pzena International is trading at 14.33 as of the 28th of January 2026; that is 1.27 percent up since the beginning of the trading day. The fund's open price was 14.15. With this module, you can estimate the performance of a buy and hold strategy of Pzena International Small and determine expected loss or profit from investing in Pzena International over a given investment horizon. Check out Pzena International Correlation, Pzena International Volatility and Pzena International Alpha and Beta module to complement your research on Pzena International.
Please note, there is a significant difference between Pzena International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pzena International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pzena International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Pzena International '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 Pzena International'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 Pzena International.
0.00
10/30/2025
No Change 0.00
0.0
In 3 months and 1 day
01/28/2026
0.00
If you would invest 0.00 in Pzena International on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Pzena International Small or generate 0.0% return on investment in Pzena International over 90 days. Pzena International is related to or competes with Federated Ultrashort, Transamerica Short-term, American Funds, Riverpark Short, Dreyfus Short, Franklin Federal, and Virtus Multi-sector. Under normal market conditions the International Small Cap Fund invests at least 80 percent of its net assets in common ... More
Pzena International 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 Pzena International'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 Pzena International Small upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pzena International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pzena International's standard deviation. In reality, there are many statistical measures that can use Pzena International historical prices to predict the future Pzena International's volatility.
Pzena International appears to be very steady, given 3 months investment horizon. Pzena International Small maintains Sharpe Ratio (i.e., Efficiency) of 0.31, which implies the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pzena International Small, which you can use to evaluate the volatility of the fund. Please evaluate Pzena International's Coefficient Of Variation of 379.5, risk adjusted performance of 0.1932, and Semi Deviation of 0.3745 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.45, which implies possible diversification benefits within a given portfolio. 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.
Auto-correlation
0.53
Modest predictability
Pzena International Small has modest predictability. Overlapping area represents the amount of predictability between Pzena International time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Pzena International Small price movement. The serial correlation of 0.53 indicates that about 53.0% of current Pzena International price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
0.51
Residual Average
0.0
Price Variance
0.09
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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.