Oakmark Fund R6 Fund Technical Analysis
| OAZMX Fund | USD 171.05 3.49 2.00% |
As of the 24th of February, Oakmark Fund holds the Coefficient Of Variation of 746.78, semi deviation of 0.6889, and Risk Adjusted Performance of 0.1056. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Oakmark Fund, as well as the relationship between them.
Oakmark Fund Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Oakmark, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to OakmarkOakmark |
Oakmark Fund '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 Oakmark Fund'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 Oakmark Fund.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Oakmark Fund on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Oakmark Fund R6 or generate 0.0% return on investment in Oakmark Fund over 90 days. Oakmark Fund is related to or competes with Dodge Cox, Oklahoma Municipal, T Rowe, Nebraska Municipal, Legg Mason, and Barings Active. The fund invests primarily in a diversified portfolio of common stocks of U.S More
Oakmark Fund 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 Oakmark Fund'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 Oakmark Fund R6 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8517 | |||
| Information Ratio | 0.0545 | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.94 |
Oakmark Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakmark Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oakmark Fund's standard deviation. In reality, there are many statistical measures that can use Oakmark Fund historical prices to predict the future Oakmark Fund's volatility.| Risk Adjusted Performance | 0.1056 | |||
| Jensen Alpha | 0.0505 | |||
| Total Risk Alpha | 0.0383 | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.114 |
Oakmark Fund February 24, 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 | 0.1056 | |||
| Market Risk Adjusted Performance | 0.124 | |||
| Mean Deviation | 0.7028 | |||
| Semi Deviation | 0.6889 | |||
| Downside Deviation | 0.8517 | |||
| Coefficient Of Variation | 746.78 | |||
| Standard Deviation | 0.9233 | |||
| Variance | 0.8526 | |||
| Information Ratio | 0.0545 | |||
| Jensen Alpha | 0.0505 | |||
| Total Risk Alpha | 0.0383 | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.114 | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.94 | |||
| Downside Variance | 0.7253 | |||
| Semi Variance | 0.4746 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.1301 | |||
| Kurtosis | 0.086 |
Oakmark Fund R6 Backtested Returns
At this stage we consider Oakmark Mutual Fund to be very steady. Oakmark Fund R6 maintains Sharpe Ratio (i.e., Efficiency) of 0.0829, which implies the entity had a 0.0829 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Oakmark Fund R6, which you can use to evaluate the volatility of the fund. Please check Oakmark Fund's Risk Adjusted Performance of 0.1056, coefficient of variation of 746.78, and Semi Deviation of 0.6889 to confirm if the risk estimate we provide is consistent with the expected return of 0.0757%. The fund holds a Beta of 1.0, which implies possible diversification benefits within a given portfolio. Oakmark Fund returns are very sensitive to returns on the market. As the market goes up or down, Oakmark Fund is expected to follow.
Auto-correlation | -0.25 |
Weak reverse predictability
Oakmark Fund R6 has weak reverse predictability. Overlapping area represents the amount of predictability between Oakmark Fund time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Oakmark Fund R6 price movement. The serial correlation of -0.25 indicates that over 25.0% of current Oakmark Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 2.34 |
Oakmark Fund technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Oakmark Fund R6 Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Normalized Average True Range is used to analyze tradable apportunities for Oakmark Fund R6 across different markets.
About Oakmark Fund Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Oakmark Fund R6 on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Oakmark Fund R6 based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Oakmark Fund R6 price pattern first instead of the macroeconomic environment surrounding Oakmark Fund R6. By analyzing Oakmark Fund's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Oakmark Fund's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Oakmark Fund specific price patterns or momentum indicators. Please read more on our technical analysis page.
Oakmark Fund February 24, 2026 Technical Indicators
Most technical analysis of Oakmark help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Oakmark from various momentum indicators to cycle indicators. When you analyze Oakmark charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1056 | |||
| Market Risk Adjusted Performance | 0.124 | |||
| Mean Deviation | 0.7028 | |||
| Semi Deviation | 0.6889 | |||
| Downside Deviation | 0.8517 | |||
| Coefficient Of Variation | 746.78 | |||
| Standard Deviation | 0.9233 | |||
| Variance | 0.8526 | |||
| Information Ratio | 0.0545 | |||
| Jensen Alpha | 0.0505 | |||
| Total Risk Alpha | 0.0383 | |||
| Sortino Ratio | 0.0591 | |||
| Treynor Ratio | 0.114 | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.94 | |||
| Downside Variance | 0.7253 | |||
| Semi Variance | 0.4746 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.1301 | |||
| Kurtosis | 0.086 |
Oakmark Fund February 24, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Oakmark stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 171.05 | ||
| Day Typical Price | 171.05 | ||
| Price Action Indicator | (1.74) |
Other Information on Investing in Oakmark Mutual Fund
Oakmark Fund financial ratios help investors to determine whether Oakmark 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 Oakmark with respect to the benefits of owning Oakmark Fund security.
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