Vaughan Nelson Value Fund Technical Analysis
| VNVAX Fund | USD 29.09 0.01 0.03% |
As of the 4th of December, Vaughan Nelson has the Coefficient Of Variation of 529.77, semi deviation of 0.7013, and Risk Adjusted Performance of 0.1469. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vaughan Nelson Value, as well as the relationship between them.
Vaughan Nelson Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vaughan, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VaughanVaughan |
Vaughan Nelson technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Vaughan Nelson Value Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vaughan Nelson Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vaughan Nelson Value Trend Analysis
Use this graph to draw trend lines for Vaughan Nelson Value. You can use it to identify possible trend reversals for Vaughan Nelson as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vaughan Nelson price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vaughan Nelson Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vaughan Nelson Value applied against its price change over selected period. The best fit line has a slop of 0.07 , which means Vaughan Nelson Value will continue generating value for investors. It has 122 observation points and a regression sum of squares at 161.24, which is the sum of squared deviations for the predicted Vaughan Nelson price change compared to its average price change.About Vaughan Nelson Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vaughan Nelson Value on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vaughan Nelson Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vaughan Nelson Value price pattern first instead of the macroeconomic environment surrounding Vaughan Nelson Value. By analyzing Vaughan Nelson's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vaughan Nelson's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vaughan Nelson specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vaughan Nelson December 4, 2024 Technical Indicators
Most technical analysis of Vaughan help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vaughan from various momentum indicators to cycle indicators. When you analyze Vaughan charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1469 | |||
| Market Risk Adjusted Performance | 0.1662 | |||
| Mean Deviation | 0.7616 | |||
| Semi Deviation | 0.7013 | |||
| Downside Deviation | 0.955 | |||
| Coefficient Of Variation | 529.77 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.14 | |||
| Information Ratio | 0.0824 | |||
| Jensen Alpha | 0.0647 | |||
| Total Risk Alpha | 0.0468 | |||
| Sortino Ratio | 0.092 | |||
| Treynor Ratio | 0.1562 | |||
| Maximum Drawdown | 5.35 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 2.02 | |||
| Downside Variance | 0.912 | |||
| Semi Variance | 0.4918 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 0.5332 | |||
| Kurtosis | 3.38 |
Other Information on Investing in Vaughan Mutual Fund
Vaughan Nelson financial ratios help investors to determine whether Vaughan 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 Vaughan with respect to the benefits of owning Vaughan Nelson security.
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