Davis Opportunity Fund Key Fundamental Indicators
| RPEAX Fund | USD 41.89 0.14 0.33% |
As of the 21st of February, Davis Opportunity shows the Mean Deviation of 0.8175, downside deviation of 0.9042, and Coefficient Of Variation of 485.19. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Davis Opportunity, as well as the relationship between them.
Davis Opportunity'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 Davis Opportunity's valuation are provided below:Davis Opportunity does not presently have any fundamental signals 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. Davis |
Davis Opportunity '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 Davis Opportunity'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 Davis Opportunity.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Davis Opportunity on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Davis Opportunity or generate 0.0% return on investment in Davis Opportunity over 90 days. Davis Opportunity is related to or competes with Davis International, Davis International, Davis International, Davis Financial, Davis Appreciation, Davis Real, and Davis Government. The funds investment adviser uses the Davis Investment Discipline to invest Davis Opportunity Funds portfolio principall... More
Davis Opportunity 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 Davis Opportunity'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 Davis Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9042 | |||
| Information Ratio | 0.1626 | |||
| Maximum Drawdown | 15.97 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.5 |
Davis Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davis Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davis Opportunity's standard deviation. In reality, there are many statistical measures that can use Davis Opportunity historical prices to predict the future Davis Opportunity's volatility.| Risk Adjusted Performance | 0.163 | |||
| Jensen Alpha | 0.3716 | |||
| Total Risk Alpha | 0.2003 | |||
| Sortino Ratio | 0.3329 | |||
| Treynor Ratio | (309.59) |
Davis Opportunity February 21, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.163 | |||
| Market Risk Adjusted Performance | (309.58) | |||
| Mean Deviation | 0.8175 | |||
| Semi Deviation | 0.2914 | |||
| Downside Deviation | 0.9042 | |||
| Coefficient Of Variation | 485.19 | |||
| Standard Deviation | 1.85 | |||
| Variance | 3.43 | |||
| Information Ratio | 0.1626 | |||
| Jensen Alpha | 0.3716 | |||
| Total Risk Alpha | 0.2003 | |||
| Sortino Ratio | 0.3329 | |||
| Treynor Ratio | (309.59) | |||
| Maximum Drawdown | 15.97 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.8175 | |||
| Semi Variance | 0.0849 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 5.88 | |||
| Kurtosis | 42.8 |
Davis Opportunity Backtested Returns
Davis Opportunity appears to be very steady, given 3 months investment horizon. Davis Opportunity secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Davis Opportunity, which you can use to evaluate the volatility of the entity. Please utilize Davis Opportunity's Coefficient Of Variation of 485.19, downside deviation of 0.9042, and Mean Deviation of 0.8175 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0012, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Davis Opportunity are expected to decrease at a much lower rate. During the bear market, Davis Opportunity is likely to outperform the market.
Auto-correlation | 0.77 |
Good predictability
Davis Opportunity has good predictability. Overlapping area represents the amount of predictability between Davis Opportunity time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Davis Opportunity price movement. The serial correlation of 0.77 indicates that around 77.0% of current Davis Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
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, Davis Opportunity has a Price To Earning of 19.07 times. This is much higher than that of the Davis Funds family and significantly higher than that of the Large Value category. The price to earning for all United States funds is notably lower than that of the firm.
Davis Opportunity Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Davis Opportunity's current stock value. Our valuation model uses many indicators to compare Davis Opportunity value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Davis Opportunity competition to find correlations between indicators driving Davis Opportunity's intrinsic value. More Info.Davis Opportunity is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.13 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Davis Opportunity is roughly 7.69 . 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 Davis Opportunity's earnings, one of the primary drivers of an investment's value.Davis Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Davis Opportunity'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 Davis Opportunity could also be used in its relative valuation, which is a method of valuing Davis Opportunity by comparing valuation metrics of similar companies.Davis Opportunity is currently under evaluation in price to earning among similar funds.
Davis Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Davis Opportunity's current stock value. Our valuation model uses many indicators to compare Davis Opportunity value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Davis Opportunity competition to find correlations between indicators driving Davis Opportunity's intrinsic value. More Info.Davis Opportunity is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.13 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Davis Opportunity is roughly 7.69 . 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 Davis Opportunity's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Davis Opportunity
The fund consists of 96.38% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Davis Opportunity'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.
Davis Fundamentals
| Price To Earning | 19.07 X | ||||
| Price To Book | 2.48 X | ||||
| Price To Sales | 1.58 X | ||||
| Total Asset | 332.22 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 5.79 % | ||||
| One Year Return | 19.24 % | ||||
| Three Year Return | 17.81 % | ||||
| Five Year Return | 12.24 % | ||||
| Ten Year Return | 11.12 % | ||||
| Net Asset | 613.41 M | ||||
| Last Dividend Paid | 0.16 | ||||
| Cash Position Weight | 3.59 % | ||||
| Equity Positions Weight | 96.38 % |
About Davis Opportunity Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Davis Opportunity's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Davis Opportunity using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Davis Opportunity 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 funds investment adviser uses the Davis Investment Discipline to invest Davis Opportunity Funds portfolio principally in common stocks . It may invest in large, medium or small companies without regard to market capitalization and may invest in issuers in foreign countries, including countries with developed or emerging markets.
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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 Davis Mutual Fund
Davis Opportunity financial ratios help investors to determine whether Davis 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 Davis with respect to the benefits of owning Davis Opportunity security.
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