Oakmark Mutual Fund Market Value

OAZEX
 Fund
  

USD 16.14  0.03  0.19%   

Oakmark International's market value is the price at which a share of Oakmark International stock trades on a public exchange. It measures the collective expectations of Oakmark International Small investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Oakmark International Small and determine expected loss or profit from investing in Oakmark International over a given investment horizon. Please check Oakmark International Hype Analysis, Oakmark International Correlation, Portfolio Optimization, Oakmark International Volatility, as well as analyze Oakmark International Alpha and Beta and Oakmark International Performance.
Symbol

Please note, there is a significant difference between Oakmark International's value and its price as these two are different measures arrived at by different means. Investors typically determine Oakmark International value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Oakmark International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Oakmark International '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 International'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 International.
0.00
07/18/2022
No Change 0.00  0.0 
In 30 days
08/17/2022
0.00
If you would invest  0.00  in Oakmark International on July 18, 2022 and sell it all today you would earn a total of 0.00 from holding Oakmark International Small or generate 0.0% return on investment in Oakmark International over 30 days. Oakmark International is related to or competes with American Express. The fund invests primarily in a diversified portfolio of common stocks of non-U.SMore

Oakmark International 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 International'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 International Small upside and downside potential and time the market with a certain degree of confidence.

Oakmark International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakmark International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oakmark International's standard deviation. In reality, there are many statistical measures that can use Oakmark International historical prices to predict the future Oakmark International's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Oakmark International'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. Please use the tools below to analyze the current value of Oakmark International in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
14.5816.1417.70
Details
Intrinsic
Valuation
LowReal ValueHigh
14.4616.0217.58
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Oakmark International. Your research has to be compared to or analyzed against Oakmark International's peers to derive any actionable benefits. When done correctly, Oakmark International's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Oakmark International.

Oakmark International Backtested Returns

We consider Oakmark International very steady. Oakmark International maintains Sharpe Ratio (i.e., Efficiency) of 0.0071, which implies the entity had 0.0071% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Oakmark International, which you can use to evaluate the future volatility of the fund. Please check Oakmark International Coefficient Of Variation of 2854.56, semi deviation of 1.69, and Risk Adjusted Performance of 0.0457 to confirm if the risk estimate we provide is consistent with the expected return of 0.011%.
The fund holds a Beta of 0.9744, which implies possible diversification benefits within a given portfolio. Let's try to break down what Oakmark's beta means in this case. Oakmark International returns are very sensitive to returns on the market. As the market goes up or down, Oakmark International is expected to follow. Although it is important to respect Oakmark International current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Oakmark International technical indicators, you can presently evaluate if the expected return of 0.011% will be sustainable into the future.

Auto-correlation

    
  0.57  

Modest predictability

Oakmark International Small has modest predictability. Overlapping area represents the amount of predictability between Oakmark International time series from 18th of July 2022 to 2nd of August 2022 and 2nd of August 2022 to 17th of August 2022. 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 International price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Oakmark International price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test0.71
Residual Average0.0
Price Variance0.05

Oakmark International lagged returns against current returns

Autocorrelation, which is Oakmark International mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Oakmark International's mutual fund expected returns. We can calculate the autocorrelation of Oakmark International returns to help us make a trade decision. For example, suppose you find that Oakmark International mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Oakmark International regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Oakmark International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oakmark International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oakmark International mutual fund over time.
   Current vs Lagged Prices   
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       Timeline  

Oakmark International Lagged Returns

When evaluating Oakmark International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oakmark International mutual fund have on its future price. Oakmark International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Oakmark International autocorrelation shows the relationship between Oakmark International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oakmark International Small.
   Regressed Prices   
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       Timeline  

Oakmark International Investors Sentiment

The influence of Oakmark International's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Oakmark. The overall investor sentiment generally increases the direction of a fund movement in a one-year investment horizon. However, the impact of investor sentiment on the entire fund markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Oakmark International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Oakmark International's short interest history, or implied volatility extrapolated from Oakmark International options trading.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Oakmark International using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Oakmark International Hype Analysis, Oakmark International Correlation, Portfolio Optimization, Oakmark International Volatility, as well as analyze Oakmark International Alpha and Beta and Oakmark International Performance. Note that the Oakmark International information on this page should be used as a complementary analysis to other Oakmark International's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

Complementary Tools for Oakmark Mutual Fund analysis

When running Oakmark International price analysis, check to measure Oakmark International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Oakmark International is operating at the current time. Most of Oakmark International's value examination focuses on studying past and present price action to predict the probability of Oakmark International's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Oakmark International's price. Additionally, you may evaluate how the addition of Oakmark International to your portfolios can decrease your overall portfolio volatility.
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Oakmark International 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.
A focus of Oakmark International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Oakmark International trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...