Oakmark Fund R6 Fund Market Value

OAZMX Fund  USD 156.55  2.67  1.68%   
Oakmark Fund's market value is the price at which a share of Oakmark Fund trades on a public exchange. It measures the collective expectations of Oakmark Fund R6 investors about its performance. Oakmark Fund is trading at 156.55 as of the 4th of March 2025; that is 1.68 percent down since the beginning of the trading day. The fund's open price was 159.22.
With this module, you can estimate the performance of a buy and hold strategy of Oakmark Fund R6 and determine expected loss or profit from investing in Oakmark Fund over a given investment horizon. Check out Oakmark Fund Correlation, Oakmark Fund Volatility and Oakmark Fund Alpha and Beta module to complement your research on Oakmark Fund.
Symbol

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 if Oakmark Fund is a good investment 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.

Oakmark Fund '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 Fund'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 Fund.
0.00
03/15/2023
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/04/2025
0.00
If you would invest  0.00  in Oakmark Fund on March 15, 2023 and sell it all today you would earn a total of 0.00 from holding Oakmark Fund R6 or generate 0.0% return on investment in Oakmark Fund over 720 days. Oakmark Fund is related to or competes with Rational Dividend, Arrow Managed, and Iaadx. The fund invests primarily in a diversified portfolio of common stocks of U.S More

Oakmark Fund 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 Fund'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 Fund R6 upside and downside potential and time the market with a certain degree of confidence.

Oakmark Fund Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Oakmark Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oakmark Fund's standard deviation. In reality, there are many statistical measures that can use Oakmark Fund historical prices to predict the future Oakmark Fund's volatility.
Hype
Prediction
LowEstimatedHigh
155.81156.55157.29
Details
Intrinsic
Valuation
LowRealHigh
155.64156.38157.12
Details
Naive
Forecast
LowNextHigh
159.33160.07160.80
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
156.49159.03161.56
Details

Oakmark Fund R6 Backtested Returns

Oakmark Fund R6 maintains Sharpe Ratio (i.e., Efficiency) of -0.035, which implies the entity had a -0.035 % return per unit of risk over the last 3 months. Oakmark Fund R6 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oakmark Fund's Coefficient Of Variation of (2,719), risk adjusted performance of (0.03), and Variance of 0.5694 to confirm the risk estimate we provide. The fund holds a Beta of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Oakmark Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oakmark Fund is expected to be smaller as well.

Auto-correlation

    
  0.72  

Good predictability

Oakmark Fund R6 has good predictability. Overlapping area represents the amount of predictability between Oakmark Fund time series from 15th of March 2023 to 9th of March 2024 and 9th of March 2024 to 4th of March 2025. 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 Fund R6 price movement. The serial correlation of 0.72 indicates that around 72.0% of current Oakmark Fund price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.68
Residual Average0.0
Price Variance59.98

Oakmark Fund R6 lagged returns against current returns

Autocorrelation, which is Oakmark Fund 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 Fund's mutual fund expected returns. We can calculate the autocorrelation of Oakmark Fund returns to help us make a trade decision. For example, suppose you find that Oakmark Fund has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Oakmark Fund 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 Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oakmark Fund 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 Fund mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Oakmark Fund Lagged Returns

When evaluating Oakmark Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oakmark Fund mutual fund have on its future price. Oakmark Fund 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 Fund autocorrelation shows the relationship between Oakmark Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oakmark Fund R6.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in Oakmark Mutual Fund

Oakmark Fund financial ratios help investors to determine whether Oakmark 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 Oakmark with respect to the benefits of owning Oakmark Fund security.
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes