Oakmark Mutual Fund Manager Performance Evaluation

OAYMX
 Fund
  

USD 110.91  0.31  0.28%   

The fund holds a Beta of 1.3176, which implies a somewhat significant risk relative to the market. Let's try to break down what Oakmark's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Oakmark Fund will likely underperform. Although it is important to respect Oakmark Fund Advisor 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 Fund Advisor technical indicators, you can presently evaluate if the expected return of 0.14% will be sustainable into the future.
  
Oakmark Performance
6 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Oakmark Fund Advisor are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly unsteady primary indicators, Oakmark Fund may actually be approaching a critical reversion point that can send shares even higher in September 2022.
...more

Oakmark Price Channel

Fifty Two Week Low94.11
Fifty Two Week High124.11

Oakmark Fund Relative Risk vs. Return Landscape

If you would invest  10,265  in Oakmark Fund Advisor on May 19, 2022 and sell it today you would earn a total of  826.00  from holding Oakmark Fund Advisor or generate 8.05% return on investment over 90 days. Oakmark Fund Advisor is currently producing 0.1392% returns and takes up 1.6997% volatility of returns over 90 trading days. Put another way, 14% of traded mutual funds are less volatile than Oakmark, and 98% 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 Fund is expected to generate 1.09 times less return on investment than the market. In addition to that, the company is 1.44 times more volatile than its market benchmark. It trades about 0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

Oakmark Fund Current Valuation

Overvalued
Today 110.91
Please note that Oakmark Fund's price fluctuation is very steady at this time.
Oakmark Fund Advisor holds a recent Real Value of $108.14 per share. The prevailing price of the fund is $110.91. At this time, the fund appears to be overvalued. We determine the value of Oakmark Fund Advisor from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Our valuation method for Oakmark Fund Advisor 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 Fund. Since Oakmark Fund is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Oakmark Mutual Fund. However, Oakmark Fund'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.
106.44
Downside
108.14
Real Value
122.00
Upside
Estimating the potential upside or downside of Oakmark Fund Advisor 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 Fund more accurately as focusing exclusively on Oakmark Fund's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
96.69104.50112.31
Details
Hype
Prediction
LowEstimated ValueHigh
109.21110.91112.61
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
1.081.091.11
Details

Oakmark Fund Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakmark Fund's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Oakmark Fund Advisor, and traders can use it to determine the average amount a Oakmark Fund'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 = 0.0819

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
OAYMXHigh
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 1.7
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.08
  actual daily
 
 6 %
of total potential
 
66
Based on monthly moving average Oakmark Fund is performing at about 6% 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 Fund by adding it to a well-diversified portfolio.

About Oakmark Fund Performance

To evaluate Oakmark Fund Advisor 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 Fund 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 Fund Advisor market performance in a much more refined way. 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 U.S. companies. Oakmark Fund is traded on NASDAQ Exchange in the United States.

Things to note about Oakmark Fund Advisor

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

Oakmark Fund Alerts

Equity Alerts and Improvement Suggestions

Oakmark Fund Advisor is unlikely to experience financial distress in the next 2 years
The fund maintains about 7.75% of its assets in cash
Please check Your Equity Center. Note that the Oakmark Fund Advisor information on this page should be used as a complementary analysis to other Oakmark Fund'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Oakmark Mutual Fund analysis

When running Oakmark Fund Advisor price analysis, check to measure Oakmark Fund'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 Fund is operating at the current time. Most of Oakmark Fund's value examination focuses on studying past and present price action to predict the probability of Oakmark Fund's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Oakmark Fund's price. Additionally, you may evaluate how the addition of Oakmark Fund to your portfolios can decrease your overall portfolio volatility.
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Please note, there is a significant difference between Oakmark Fund's value and its price as these two are different measures arrived at by different means. Investors typically determine Oakmark Fund value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Oakmark Fund'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.