Pzena Mid Cap Fund Market Value
| PZVMX Fund | USD 12.23 0.33 2.63% |
| Symbol | Pzena |
Pzena Mid '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 Mid'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 Mid.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Pzena Mid on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Pzena Mid Cap or generate 0.0% return on investment in Pzena Mid over 90 days. Pzena Mid is related to or competes with Pzena International, Pzena Emerging, Pzena International, Pzena Small, Pzena International, Pzena Emerging, and Pzena Small. The fund invests at least 80 percent of its net assets in stocks of mid-cap companies More
Pzena Mid 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 Mid'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 Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.1368 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.88 |
Pzena Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pzena Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pzena Mid's standard deviation. In reality, there are many statistical measures that can use Pzena Mid historical prices to predict the future Pzena Mid's volatility.| Risk Adjusted Performance | 0.1495 | |||
| Jensen Alpha | 0.1731 | |||
| Total Risk Alpha | 0.1451 | |||
| Sortino Ratio | 0.1569 | |||
| Treynor Ratio | 0.1818 |
Pzena Mid 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 | 0.1495 | |||
| Market Risk Adjusted Performance | 0.1918 | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 0.9968 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 536.52 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.19 | |||
| Information Ratio | 0.1368 | |||
| Jensen Alpha | 0.1731 | |||
| Total Risk Alpha | 0.1451 | |||
| Sortino Ratio | 0.1569 | |||
| Treynor Ratio | 0.1818 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.88 | |||
| Downside Variance | 1.66 | |||
| Semi Variance | 0.9936 | |||
| Expected Short fall | (1.29) | |||
| Skewness | 0.5152 | |||
| Kurtosis | 0.7522 |
Pzena Mid Cap Backtested Returns
Pzena Mid appears to be very steady, given 3 months investment horizon. Pzena Mid Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pzena Mid Cap, which you can use to evaluate the volatility of the fund. Please evaluate Pzena Mid's Semi Deviation of 0.9968, risk adjusted performance of 0.1495, and Coefficient Of Variation of 536.52 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.46, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pzena Mid will likely underperform.
Auto-correlation | 0.67 |
Good predictability
Pzena Mid Cap has good predictability. Overlapping area represents the amount of predictability between Pzena Mid 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 Pzena Mid Cap price movement. The serial correlation of 0.67 indicates that around 67.0% of current Pzena Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Also Currently Popular
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 Pzena Mutual Fund
Pzena Mid 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 Mid security.
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