Oakmark Mutual Fund Manager Performance Evaluation

OAKEX
 Fund
  

USD 14.98  0.06  0.40%   

The fund holds a Beta of 0.8266, which implies possible diversification benefits within a given portfolio. Let's try to break down what Oakmark's beta means in this case. As returns on the market increase, Oakmark International returns are expected to increase less than the market. However, during the bear market, the loss on holding Oakmark International will be expected to be smaller as well. Even though it is essential to pay attention to Oakmark International current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Oakmark International exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
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Oakmark Performance
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Over the last 90 days Oakmark International Small has generated negative risk-adjusted returns adding no value to fund investors. In spite of unsteady performance in the last few months, the Fund's technical and fundamental indicators remain fairly strong which may send shares a bit higher in August 2022. The current disturbance may also be a sign of long term up-swing for the fund investors.
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Oakmark Price Channel

Fifty Two Week Low14.89
Fifty Two Week High21.45
Trailing Annual Dividend Yield2.08%

Oakmark International Relative Risk vs. Return Landscape

If you would invest  1,766  in Oakmark International Small on April 4, 2022 and sell it today you would lose (268.00)  from holding Oakmark International Small or give up 15.18% of portfolio value over 90 days. Oakmark International Small is currently producing negative expected returns and takes up 1.4476% volatility of returns over 90 trading days. Put another way, 12% of traded mutual funds are less volatile than Oakmark, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Oakmark International is expected to under-perform the market. In addition to that, the company is 1.01 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of volatility.

Oakmark International Current Valuation

Fairly Valued
Today 14.98
Please note that Oakmark International's price fluctuation is very steady at this time.
Oakmark International holds a recent Real Value of $15.26 per share. The prevailing price of the fund is $14.98. At this time, the fund appears to be fairly valued. We determine the value of Oakmark International from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued entities and dropping overvalued entities since, at some point, stock prices and their ongoing real values will merge together.
Our valuation method for Oakmark International Small is useful when determining the fair value of the Oakmark mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Oakmark International. Since Oakmark International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Oakmark Mutual Fund. However, Oakmark International's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
15.26
Real Value
16.71
Upside
Estimating the potential upside or downside of Oakmark International Small helps investors to forecast how Oakmark mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Oakmark International more accurately as focusing exclusively on Oakmark International's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.7515.0815.41
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Hype
Prediction
LowEstimated ValueHigh
13.5314.9816.43
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.210.210.21
Details

Oakmark International Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakmark International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Oakmark International Small, and traders can use it to determine the average amount a Oakmark International's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.1731

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Negative ReturnsOAKEX
Estimated Market Risk
 1.45
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 -0.25
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.17
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 0 %
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00
Based on monthly moving average Oakmark International is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Oakmark International by adding it to a well-diversified portfolio.

About Oakmark International Performance

To evaluate Oakmark International Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Oakmark International generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Oakmark Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Oakmark International stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Oakmark's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund invests primarily in a diversified portfolio of common stocks of non-U.S. companies. Oakmark International is traded on NASDAQ Exchange in the United States.

Things to note about Oakmark International

Checking the ongoing alerts about Oakmark International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Oakmark International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Oakmark International Alerts

Equity Alerts and Improvement Suggestions

Oakmark International generated a negative expected return over the last 90 days
Oakmark International generated five year return of -2.0%
This fund maintains 97.68% of its assets in stocks
Please check Your Equity Center. 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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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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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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.