Pzena Emerging Markets Fund Technical Analysis
| PZIEX Fund | USD 17.88 0.13 0.73% |
As of the 11th of February 2026, Pzena Emerging holds the Coefficient Of Variation of 292.05, risk adjusted performance of 0.2723, and Semi Deviation of 0.4901. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Pzena Emerging, as well as the relationship between them.
Pzena Emerging Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Pzena, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PzenaPzena |
Pzena Emerging '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 Emerging'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 Emerging.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Pzena Emerging on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Pzena Emerging Markets or generate 0.0% return on investment in Pzena Emerging over 90 days. Pzena Emerging is related to or competes with Ivy Emerging, Invesco Small, Oakmark International, Artisan International, John Hancock, Vanguard Diversified, and Hartford Schroders. The fund invests at least 80 percent of its net assets in stocks of companies located in emerging market countries More
Pzena Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9631 | |||
| Information Ratio | 0.2239 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.59 |
Pzena Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pzena Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pzena Emerging's standard deviation. In reality, there are many statistical measures that can use Pzena Emerging historical prices to predict the future Pzena Emerging's volatility.| Risk Adjusted Performance | 0.2723 | |||
| Jensen Alpha | 0.2678 | |||
| Total Risk Alpha | 0.186 | |||
| Sortino Ratio | 0.2029 | |||
| Treynor Ratio | 1.28 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pzena Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pzena Emerging February 11, 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 | 0.2723 | |||
| Market Risk Adjusted Performance | 1.29 | |||
| Mean Deviation | 0.6633 | |||
| Semi Deviation | 0.4901 | |||
| Downside Deviation | 0.9631 | |||
| Coefficient Of Variation | 292.05 | |||
| Standard Deviation | 0.8728 | |||
| Variance | 0.7617 | |||
| Information Ratio | 0.2239 | |||
| Jensen Alpha | 0.2678 | |||
| Total Risk Alpha | 0.186 | |||
| Sortino Ratio | 0.2029 | |||
| Treynor Ratio | 1.28 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.59 | |||
| Downside Variance | 0.9275 | |||
| Semi Variance | 0.2402 | |||
| Expected Short fall | (0.78) | |||
| Skewness | (0.34) | |||
| Kurtosis | 0.2351 |
Pzena Emerging Markets Backtested Returns
Pzena Emerging appears to be very steady, given 3 months investment horizon. Pzena Emerging Markets maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the entity had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pzena Emerging Markets, which you can use to evaluate the volatility of the fund. Please evaluate Pzena Emerging's Risk Adjusted Performance of 0.2723, semi deviation of 0.4901, and Coefficient Of Variation of 292.05 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pzena Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pzena Emerging is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Pzena Emerging Markets has good predictability. Overlapping area represents the amount of predictability between Pzena Emerging time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 Pzena Emerging Markets price movement. The serial correlation of 0.66 indicates that around 66.0% of current Pzena Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Pzena Emerging 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.
Pzena Emerging Markets Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Pzena Emerging Markets across different markets.
About Pzena Emerging 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 Pzena Emerging Markets 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 Pzena Emerging Markets based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Pzena Emerging Markets price pattern first instead of the macroeconomic environment surrounding Pzena Emerging Markets. By analyzing Pzena Emerging'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 Pzena Emerging'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 Pzena Emerging specific price patterns or momentum indicators. Please read more on our technical analysis page.
Pzena Emerging February 11, 2026 Technical Indicators
Most technical analysis of Pzena 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 Pzena from various momentum indicators to cycle indicators. When you analyze Pzena 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 | 0.2723 | |||
| Market Risk Adjusted Performance | 1.29 | |||
| Mean Deviation | 0.6633 | |||
| Semi Deviation | 0.4901 | |||
| Downside Deviation | 0.9631 | |||
| Coefficient Of Variation | 292.05 | |||
| Standard Deviation | 0.8728 | |||
| Variance | 0.7617 | |||
| Information Ratio | 0.2239 | |||
| Jensen Alpha | 0.2678 | |||
| Total Risk Alpha | 0.186 | |||
| Sortino Ratio | 0.2029 | |||
| Treynor Ratio | 1.28 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.59 | |||
| Downside Variance | 0.9275 | |||
| Semi Variance | 0.2402 | |||
| Expected Short fall | (0.78) | |||
| Skewness | (0.34) | |||
| Kurtosis | 0.2351 |
Pzena Emerging February 11, 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 Pzena 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 | 1.01 | ||
| Day Median Price | 17.88 | ||
| Day Typical Price | 17.88 | ||
| Price Action Indicator | 0.06 |
Other Information on Investing in Pzena Mutual Fund
Pzena Emerging 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 Emerging security.
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