Oakmark Mutual Fund Manager Performance Evaluation

OAZMX
 Fund
  

USD 105.15  0.04  0.0381%   

The fund holds a Beta of 0.0934, which implies not very significant fluctuations relative to the market. Let's try to break down what Oakmark's beta means in this case. As returns on the market increase, Oakmark Fund returns are expected to increase less than the market. However, during the bear market, the loss on holding Oakmark Fund will be expected to be smaller as well. Although it is important to respect Oakmark Fund R6 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 R6 technical indicators, you can presently evaluate if the expected return of 0.0729% will be sustainable into the future.
  
Oakmark Performance
3 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Oakmark Fund R6 are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong primary indicators, Oakmark Fund is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
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Oakmark Price Channel

Fifty Two Week Low94.15
Fifty Two Week High124.22

Oakmark Fund Relative Risk vs. Return Landscape

If you would invest  10,164  in Oakmark Fund R6 on May 12, 2022 and sell it today you would earn a total of  351.00  from holding Oakmark Fund R6 or generate 3.45% return on investment over 90 days. Oakmark Fund R6 is currently producing 0.0729% returns and takes up 1.8153% volatility of returns over 90 trading days. Put another way, 15% 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 Fund is expected to generate 1.19 times less return on investment than the market. In addition to that, the company is 1.42 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of volatility.

Oakmark Fund Current Valuation

Overvalued
Today 105.15
Please note that Oakmark Fund's price fluctuation is very steady at this time.
Oakmark Fund R6 holds a recent Real Value of $100.79 per share. The prevailing price of the fund is $105.15. At this time, the fund appears to be overvalued. We determine the value of Oakmark Fund R6 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 Fund R6 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.
100.79
Real Value
115.67
Upside
Estimating the potential upside or downside of Oakmark Fund R6 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
104.75105.20105.66
Details
Hype
Prediction
LowEstimated ValueHigh
103.33105.15106.97
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.980.991.01
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 R6, 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 = 0.0401

Best
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Best
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OAZMXHigh
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Estimated Market Risk
 1.82
  actual daily
 
 15 %
of total potential
 
1515
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.04
  actual daily
 
 3 %
of total potential
 
33
Based on monthly moving average Oakmark Fund is performing at about 3% 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 R6 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 R6 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 U.S. companies. It generally invests in the securities of larger capitalization companies. The fund uses a value investment philosophy in selecting equity securities. This value investment philosophy is based upon the belief that, over time, a companys stock price converges with the advisers estimate of the companys intrinsic value.

Things to note about Oakmark Fund R6

Checking the ongoing alerts about Oakmark Fund for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Oakmark Fund R6 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 R6 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 R6 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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

Complementary Tools for Oakmark Mutual Fund analysis

When running Oakmark Fund R6 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.
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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.