Pzena Mid Cap Fund Technical Analysis
| PZVMX Fund | USD 12.47 0.12 0.95% |
As of the 20th of February, Pzena Mid holds the Coefficient Of Variation of 602.55, semi deviation of 1.03, and Risk Adjusted Performance of 0.132. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Pzena Mid, as well as the relationship between them.
Pzena Mid 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 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.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Pzena Mid on November 22, 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 Dunham Porategovernment, Prudential Government, Morgan Stanley, Franklin Adjustable, Federated Government, Us Government, and Virtus Seix. 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 | 0.1233 | |||
| 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 | 0.132 | |||
| Jensen Alpha | 0.1576 | |||
| Total Risk Alpha | 0.1332 | |||
| Sortino Ratio | 0.1424 | |||
| Treynor Ratio | 0.1593 |
Pzena Mid February 20, 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 | 0.132 | |||
| Market Risk Adjusted Performance | 0.1693 | |||
| Mean Deviation | 1.13 | |||
| Semi Deviation | 1.03 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 602.55 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.22 | |||
| Information Ratio | 0.1233 | |||
| Jensen Alpha | 0.1576 | |||
| Total Risk Alpha | 0.1332 | |||
| Sortino Ratio | 0.1424 | |||
| Treynor Ratio | 0.1593 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.88 | |||
| Downside Variance | 1.66 | |||
| Semi Variance | 1.07 | |||
| Expected Short fall | (1.31) | |||
| Skewness | 0.5365 | |||
| Kurtosis | 0.7297 |
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 0.2, which implies the entity had a 0.2 % 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 Risk Adjusted Performance of 0.132, coefficient of variation of 602.55, and Semi Deviation of 1.03 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.49, 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 | 0.58 |
Modest predictability
Pzena Mid Cap has modest predictability. Overlapping area represents the amount of predictability between Pzena Mid time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 0.58 indicates that roughly 58.0% of current Pzena Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Pzena Mid 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 Mid Cap Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Pzena Mid Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Pzena Mid 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 Mid Cap 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 Mid Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Pzena Mid Cap price pattern first instead of the macroeconomic environment surrounding Pzena Mid Cap. By analyzing Pzena Mid'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 Mid'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 Mid specific price patterns or momentum indicators. Please read more on our technical analysis page.
Pzena Mid February 20, 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 | 0.132 | |||
| Market Risk Adjusted Performance | 0.1693 | |||
| Mean Deviation | 1.13 | |||
| Semi Deviation | 1.03 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 602.55 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.22 | |||
| Information Ratio | 0.1233 | |||
| Jensen Alpha | 0.1576 | |||
| Total Risk Alpha | 0.1332 | |||
| Sortino Ratio | 0.1424 | |||
| Treynor Ratio | 0.1593 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.88 | |||
| Downside Variance | 1.66 | |||
| Semi Variance | 1.07 | |||
| Expected Short fall | (1.31) | |||
| Skewness | 0.5365 | |||
| Kurtosis | 0.7297 |
Pzena Mid February 20, 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 | 0.99 | ||
| Day Median Price | 12.47 | ||
| Day Typical Price | 12.47 | ||
| Price Action Indicator | (0.06) |
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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