It can have a lot of saturated fat. Shockingly large amounts.
That said, for my home-made pizza, I use the "part-skim milk" shredded mozzarella cheese (oddly has less fat than the "low fat" mozarella), so it's not too bad. Maybe still 25% daily value of saturated fat for a 8" personal pizza.
Healthy sources of saturated fat are part of a healthy diet. As I have already stated cheese has numerous health benifits. Also obesity and heart disease has only gone up since the low fat craze has begun
I know healthy fat is good. Hell, just had salmon tonight, and made sure to get as much of the fat from the fillet as I could. But saturated fat isn't healthy fat. I guess it's better than trans fat, but that's not saying much.